Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

NASA Technical Reports Server (NTRS)

Naguib, A.; Hudy, L.; Humphreys, W. M., Jr.

2002-01-01

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

Approximation methods for stochastic petri nets

NASA Technical Reports Server (NTRS)

Jungnitz, Hauke Joerg

1992-01-01

Stochastic Marked Graphs are a concurrent decision free formalism provided with a powerful synchronization mechanism generalizing conventional Fork Join Queueing Networks. In some particular cases the analysis of the throughput can be done analytically. Otherwise the analysis suffers from the classical state explosion problem. Embedded in the divide and conquer paradigm, approximation techniques are introduced for the analysis of stochastic marked graphs and Macroplace/Macrotransition-nets (MPMT-nets), a new subclass introduced herein. MPMT-nets are a subclass of Petri nets that allow limited choice, concurrency and sharing of resources. The modeling power of MPMT is much larger than that of marked graphs, e.g., MPMT-nets can model manufacturing flow lines with unreliable machines and dataflow graphs where choice and synchronization occur. The basic idea leads to the notion of a cut to split the original net system into two subnets. The cuts lead to two aggregated net systems where one of the subnets is reduced to a single transition. A further reduction leads to a basic skeleton. The generalization of the idea leads to multiple cuts, where single cuts can be applied recursively leading to a hierarchical decomposition. Based on the decomposition, a response time approximation technique for the performance analysis is introduced. Also, delay equivalence, which has previously been introduced in the context of marked graphs by Woodside et al., Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's is slower, but the accuracy is generally better. Delay equivalence often fails to converge, while flow equivalent aggregation can lead to potentially bad results if a strong dependence of the mean completion time on the interarrival process exists.

Stochastic quantization of conformally coupled scalar in AdS

NASA Astrophysics Data System (ADS)

Jatkar, Dileep P.; Oh, Jae-Hyuk

2013-10-01

We explore the relation between stochastic quantization and holographic Wilsonian renormalization group flow further by studying conformally coupled scalar in AdS d+1. We establish one to one mapping between the radial flow of its double trace deformation and stochastic 2-point correlation function. This map is shown to be identical, up to a suitable field re-definition of the bulk scalar, to the original proposal in arXiv:1209.2242.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Self-Organization by Stochastic Reconnection: The Mechanism Underlying CMEs/Flares

NASA Astrophysics Data System (ADS)

Antiochos, S. K.; Knizhnik, K. J.; DeVore, C. R.

2017-12-01

The largest explosions in the solar system are the giant CMEs/flares that produce the most dangerous space weather at Earth, yet may also have been essential for the origin of life. The root cause of CMEs/flares is that the lowest-lying magnetic field lines in the Sun's corona undergo the continual buildup of stress and free energy that can be released only through explosive ejection. We perform the first MHD simulations of a coronal-photospheric magnetic system that is driven by random photospheric convective flows and has a realistic geometry for the coronal field. Furthermore, our simulations accurately preserve the key constraint of magnetic helicity. We find that even though small-scale stress is injected randomly throughout the corona, the net result of "stochastic" coronal reconnection is a coherent stretching of the lowest-lying field lines. This highly counter-intuitive demonstration of self-organization - magnetic stress builds up locally rather than spreading out to a minimum energy state - is the fundamental mechanism responsible for the Sun's magnetic explosions and is likely to be a mechanism that is ubiquitous throughout space and laboratory plasmas. This work was supported in part by the NASA LWS and SR Programs.

Intrusive Method for Uncertainty Quantification in a Multiphase Flow Solver

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2016-11-01

Uncertainty quantification (UQ) is a necessary, interesting, and often neglected aspect of fluid flow simulations. To determine the significance of uncertain initial and boundary conditions, a multiphase flow solver is being created which extends a single phase, intrusive, polynomial chaos scheme into multiphase flows. Reliably estimating the impact of input uncertainty on design criteria can help identify and minimize unwanted variability in critical areas, and has the potential to help advance knowledge in atomizing jets, jet engines, pharmaceuticals, and food processing. Use of an intrusive polynomial chaos method has been shown to significantly reduce computational cost over non-intrusive collocation methods such as Monte-Carlo. This method requires transforming the model equations into a weak form through substitution of stochastic (random) variables. Ultimately, the model deploys a stochastic Navier Stokes equation, a stochastic conservative level set approach including reinitialization, as well as stochastic normals and curvature. By implementing these approaches together in one framework, basic problems may be investigated which shed light on model expansion, uncertainty theory, and fluid flow in general. NSF Grant Number 1511325.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

Importance sampling variance reduction for the Fokker–Planck rarefied gas particle method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Collyer, B.S., E-mail: benjamin.collyer@gmail.com; London Mathematical Laboratory, 14 Buckingham Street, London WC2N 6DF; Connaughton, C.

The Fokker–Planck approximation to the Boltzmann equation, solved numerically by stochastic particle schemes, is used to provide estimates for rarefied gas flows. This paper presents a variance reduction technique for a stochastic particle method that is able to greatly reduce the uncertainty of the estimated flow fields when the characteristic speed of the flow is small in comparison to the thermal velocity of the gas. The method relies on importance sampling, requiring minimal changes to the basic stochastic particle scheme. We test the importance sampling scheme on a homogeneous relaxation, planar Couette flow and a lid-driven-cavity flow, and find thatmore » our method is able to greatly reduce the noise of estimated quantities. Significantly, we find that as the characteristic speed of the flow decreases, the variance of the noisy estimators becomes independent of the characteristic speed.« less

Stochastic goal-oriented error estimation with memory

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

Rough flows and homogenization in stochastic turbulence

NASA Astrophysics Data System (ADS)

Bailleul, I.; Catellier, R.

2017-10-01

We provide in this work a tool-kit for the study of homogenisation of random ordinary differential equations, under the form of a friendly-user black box based on the technology of rough flows. We illustrate the use of this setting on the example of stochastic turbulence.

Numerical Simulation and Quantitative Uncertainty Assessment of Microchannel Flow

NASA Astrophysics Data System (ADS)

Debusschere, Bert; Najm, Habib; Knio, Omar; Matta, Alain; Ghanem, Roger; Le Maitre, Olivier

2002-11-01

This study investigates the effect of uncertainty in physical model parameters on computed electrokinetic flow of proteins in a microchannel with a potassium phosphate buffer. The coupled momentum, species transport, and electrostatic field equations give a detailed representation of electroosmotic and pressure-driven flow, including sample dispersion mechanisms. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. To quantify uncertainty, the governing equations are reformulated using a pseudo-spectral stochastic methodology, which uses polynomial chaos expansions to describe uncertain/stochastic model parameters, boundary conditions, and flow quantities. Integration of the resulting equations for the spectral mode strengths gives the evolution of all stochastic modes for all variables. Results show the spatiotemporal evolution of uncertainties in predicted quantities and highlight the dominant parameters contributing to these uncertainties during various flow phases. This work is supported by DARPA.

Compressible cavitation with stochastic field method

NASA Astrophysics Data System (ADS)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

Direct numerical simulation of stochastically forced laminar plane couette flow: peculiarities of hydrodynamic fluctuations.

PubMed

Khujadze, G; Oberlack, M; Chagelishvili, G

2006-07-21

The background of three-dimensional hydrodynamic (vortical) fluctuations in a stochastically forced, laminar, incompressible, plane Couette flow is simulated numerically. The fluctuating field is anisotropic and has well pronounced peculiarities: (i) the hydrodynamic fluctuations exhibit nonexponential, transient growth; (ii) fluctuations with the streamwise characteristic length scale about 2 times larger than the channel width are predominant in the fluctuating spectrum instead of streamwise constant ones; (iii) nonzero cross correlations of velocity (even streamwise-spanwise) components appear; (iv) stochastic forcing destroys the spanwise reflection symmetry (inherent to the linear and full Navier-Stokes equations in a case of the Couette flow) and causes an asymmetry of the dynamical processes.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

Stochastic ice stream dynamics

PubMed Central

Bertagni, Matteo Bernard; Ridolfi, Luca

2016-01-01

Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

An Îto stochastic differential equations model for the dynamics of the MCF-7 breast cancer cell line treated by radiotherapy.

PubMed

Oroji, Amin; Omar, Mohd; Yarahmadian, Shantia

2016-10-21

In this paper, a new mathematical model is proposed for studying the population dynamics of breast cancer cells treated by radiotherapy by using a system of stochastic differential equations. The novelty of the model is essentially in capturing the concept of the cell cycle in the modeling to be able to evaluate the tumor lifespan. According to the cell cycle, each cell belongs to one of three subpopulations G, S, or M, representing gap, synthesis and mitosis subpopulations. Cells in the M subpopulation are highly radio-sensitive, whereas cells in the S subpopulation are highly radio-resistant. Therefore, in the process of radiotherapy, cell death rates of different subpopulations are not equal. In addition, since flow cytometry is unable to detect apoptotic cells accurately, the small changes in cell death rate in each subpopulation during treatment are considered. Subsequently, the proposed model is calibrated using experimental data from previous experiments involving the MCF-7 breast cancer cell line. Consequently, the proposed model is able to predict tumor lifespan based on the number of initial carcinoma cells. The results show the effectiveness of the radiation under the condition of stability, which describes the decreasing trend of the tumor cells population. Copyright © 2016 Elsevier Ltd. All rights reserved.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

Bifurcation physics of magnetic islands and stochasticity explored by heat pulse propagation studies in toroidal plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ida, K.; Kobayashi, T.; Yoshinuma, M.

Bifurcation physics of the magnetic island was investigated using the heat pulse propagation technique produced by the modulation of electron cyclotron heating. There are two types of bifurcation phenomena observed in LHD and DIII-D. One is a bifurcation of the magnetic topology between nested and stochastic fields. The nested state is characterized by the bi-directional (inward and outward) propagation of the heat pulse with slow propagation speed. The stochastic state is characterized by the fast propagation of the heat pulse with electron temperature flattening. The other bifurcation is between magnetic island with larger thermal diffusivity and that with smaller thermalmore » diffusivity. The damping of toroidal flow is observed at the O-point of the magnetic island both in helical plasmas and in tokamak plasmas during a mode locking phase with strong flow shears at the boundary of the magnetic island. Associated with the stochastization of the magnetic field, the abrupt damping of toroidal flow is observed in LHD. The toroidal flow shear shows a linear decay, while the ion temperature gradient shows an exponential decay. Lastly, this observation suggests that this flow damping is due to the change in the non-diffusive term of momentum transport.« less

Imaging lateral groundwater flow in the shallow subsurface using stochastic temperature fields

NASA Astrophysics Data System (ADS)

Fairley, Jerry P.; Nicholson, Kirsten N.

2006-04-01

Although temperature has often been used as an indication of vertical groundwater movement, its usefulness for identifying horizontal fluid flow has been limited by the difficulty of obtaining sufficient data to draw defensible conclusions. Here we use stochastic simulation to develop a high-resolution image of fluid temperatures in the shallow subsurface at Borax Lake, Oregon. The temperature field inferred from the geostatistical simulations clearly shows geothermal fluids discharging from a group of fault-controlled hydrothermal springs, moving laterally through the subsurface, and mixing with shallow subsurface flow originating from nearby Borax Lake. This interpretation of the data is supported by independent geochemical and isotopic evidence, which show a simple mixing trend between Borax Lake water and discharge from the thermal springs. It is generally agreed that stochastic simulation can be a useful tool for extracting information from complex and/or noisy data and, although not appropriate in all situations, geostatistical analysis may provide good definition of flow paths in the shallow subsurface. Although stochastic imaging techniques are well known in problems involving transport of species, e.g. delineation of contaminant plumes from soil gas survey data, we are unaware of previous applications to the transport of thermal energy for the purpose of inferring shallow groundwater flow.

Bifurcation physics of magnetic islands and stochasticity explored by heat pulse propagation studies in toroidal plasmas

DOE PAGES

Ida, K.; Kobayashi, T.; Yoshinuma, M.; ...

2016-07-29

Bifurcation physics of the magnetic island was investigated using the heat pulse propagation technique produced by the modulation of electron cyclotron heating. There are two types of bifurcation phenomena observed in LHD and DIII-D. One is a bifurcation of the magnetic topology between nested and stochastic fields. The nested state is characterized by the bi-directional (inward and outward) propagation of the heat pulse with slow propagation speed. The stochastic state is characterized by the fast propagation of the heat pulse with electron temperature flattening. The other bifurcation is between magnetic island with larger thermal diffusivity and that with smaller thermalmore » diffusivity. The damping of toroidal flow is observed at the O-point of the magnetic island both in helical plasmas and in tokamak plasmas during a mode locking phase with strong flow shears at the boundary of the magnetic island. Associated with the stochastization of the magnetic field, the abrupt damping of toroidal flow is observed in LHD. The toroidal flow shear shows a linear decay, while the ion temperature gradient shows an exponential decay. Lastly, this observation suggests that this flow damping is due to the change in the non-diffusive term of momentum transport.« less

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

On the Kolmogorov constant in stochastic turbulence models

NASA Astrophysics Data System (ADS)

Heinz, Stefan

2002-11-01

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

Identifying variably saturated water-flow patterns in a steep hillslope under intermittent heavy rainfall

USGS Publications Warehouse

El-Kadi, A. I.; Torikai, J.D.

2001-01-01

The objective of this paper is to identify water-flow patterns in part of an active landslide, through the use of numerical simulations and data obtained during a field study. The approaches adopted include measuring rainfall events and pore-pressure responses in both saturated and unsaturated soils at the site. To account for soil variability, the Richards equation is solved within deterministic and stochastic frameworks. The deterministic simulations considered average water-retention data, adjusted retention data to account for stones or cobbles, retention functions for a heterogeneous pore structure, and continuous retention functions for preferential flow. The stochastic simulations applied the Monte Carlo approach which considers statistical distribution and autocorrelation of the saturated conductivity and its cross correlation with the retention function. Although none of the models is capable of accurately predicting field measurements, appreciable improvement in accuracy was attained using stochastic, preferential flow, and heterogeneous pore-structure models. For the current study, continuum-flow models provide reasonable accuracy for practical purposes, although they are expected to be less accurate than multi-domain preferential flow models.

On the decentralized control of large-scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

Stochastic Flow Cascades

NASA Astrophysics Data System (ADS)

Eliazar, Iddo I.; Shlesinger, Michael F.

2012-01-01

We introduce and explore a Stochastic Flow Cascade (SFC) model: A general statistical model for the unidirectional flow through a tandem array of heterogeneous filters. Examples include the flow of: (i) liquid through heterogeneous porous layers; (ii) shocks through tandem shot noise systems; (iii) signals through tandem communication filters. The SFC model combines together the Langevin equation, convolution filters and moving averages, and Poissonian randomizations. A comprehensive analysis of the SFC model is carried out, yielding closed-form results. Lévy laws are shown to universally emerge from the SFC model, and characterize both heavy tailed retention times (Noah effect) and long-ranged correlations (Joseph effect).

End-of-life flows of multiple cycle consumer products.

PubMed

Tsiliyannis, C A

2011-11-01

Explicit expressions for the end-of-life flows (EOL) of single and multiple cycle products (MCPs) are presented, including deterministic and stochastic EOL exit. The expressions are given in terms of the physical parameters (maximum lifetime, T, annual cycling frequency, f, number of cycles, N, and early discard or usage loss). EOL flows are also obtained for hi-tech products, which are rapidly renewed and thus may not attain steady state (e.g., electronic products, passenger cars). A ten-step recursive procedure for obtaining the dynamic EOL flow evolution is proposed. Applications of the EOL expressions and the ten-step procedure are given for electric household appliances, industrial machinery, tyres, vehicles and buildings, both for deterministic and stochastic EOL exit, (normal, Weibull and uniform exit distributions). The effect of the physical parameters and the stochastic characteristics on the EOL flow is investigated in the examples: it is shown that the EOL flow profile is determined primarily by the early discard dynamics; it also depends strongly on longevity and cycling frequency: higher lifetime or early discard/loss imply lower dynamic and steady state EOL flows. The stochastic exit shapes the overall EOL dynamic profile: Under symmetric EOL exit distribution, as the variance of the distribution increases (uniform to normal to deterministic) the initial EOL flow rise becomes steeper but the steady state or maximum EOL flow level is lower. The steepest EOL flow profile, featuring the highest steady state or maximum level, as well, corresponds to skew, earlier shifted EOL exit (e.g., Weibull). Since the EOL flow of returned products consists the sink of the reuse/remanufacturing cycle (sink to recycle) the results may be used in closed loop product lifecycle management operations for scheduling and sizing reverse manufacturing and for planning recycle logistics. Decoupling and quantification of both the full age EOL and of the early discard flows is useful, the latter being the target of enacted legislation aiming at increasing reuse. Copyright © 2011 Elsevier Ltd. All rights reserved.

Nine Hundred Years of Weekly Streamflows: Stochastic Downscaling of Ensemble Tree-Ring Reconstructions

NASA Astrophysics Data System (ADS)

Sauchyn, David; Ilich, Nesa

2017-11-01

We combined the methods and advantages of stochastic hydrology and paleohydrology to estimate 900 years of weekly flows for the North and South Saskatchewan Rivers at Edmonton and Medicine Hat, Alberta, respectively. Regression models of water-year streamflow were constructed using historical naturalized flow data and a pool of 196 tree-ring (earlywood, latewood, and annual) ring-width chronologies from 76 sites. The tree-ring models accounted for up to 80% of the interannual variability in historical naturalized flows. We developed a new algorithm for generating stochastic time series of weekly flows constrained by the statistical properties of both the historical record and proxy streamflow data, and by the necessary condition that weekly flows correlate between the end of a year and the start of the next. A second innovation, enabled by the density of our tree-ring network, is to derive the paleohydrology from an ensemble of 100 statistically significant reconstructions at each gauge. Using paleoclimatic data to generate long series of weekly flow estimates augments the short historical record with an expanded range of hydrologic variability, including sequences of wet and dry years of greater length and severity. This unique hydrometric time series will enable evaluation of the reliability of current water supply and management systems given the range of hydroclimatic variability and extremes contained in the stochastic paleohydrology. It also could inform evaluation of the uncertainty in climate model projections, given that internal hydroclimatic variability is the dominant source of uncertainty.

Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

NASA Astrophysics Data System (ADS)

Minier, Jean-Pierre; Chibbaro, Sergio; Pope, Stephen B.

2014-11-01

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangian stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future developments can be safely built, which is also relevant for stochastic subgrid models for particle-laden flows in the context of Large Eddy Simulations.

Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

DOE Office of Scientific and Technical Information (OSTI.GOV)

Minier, Jean-Pierre, E-mail: Jean-Pierre.Minier@edf.fr; Chibbaro, Sergio; Pope, Stephen B.

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangianmore » stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future developments can be safely built, which is also relevant for stochastic subgrid models for particle-laden flows in the context of Large Eddy Simulations.« less

A multiple-point geostatistical approach to quantifying uncertainty for flow and transport simulation in geologically complex environments

NASA Astrophysics Data System (ADS)

Cronkite-Ratcliff, C.; Phelps, G. A.; Boucher, A.

2011-12-01

In many geologic settings, the pathways of groundwater flow are controlled by geologic heterogeneities which have complex geometries. Models of these geologic heterogeneities, and consequently, their effects on the simulated pathways of groundwater flow, are characterized by uncertainty. Multiple-point geostatistics, which uses a training image to represent complex geometric descriptions of geologic heterogeneity, provides a stochastic approach to the analysis of geologic uncertainty. Incorporating multiple-point geostatistics into numerical models provides a way to extend this analysis to the effects of geologic uncertainty on the results of flow simulations. We present two case studies to demonstrate the application of multiple-point geostatistics to numerical flow simulation in complex geologic settings with both static and dynamic conditioning data. Both cases involve the development of a training image from a complex geometric description of the geologic environment. Geologic heterogeneity is modeled stochastically by generating multiple equally-probable realizations, all consistent with the training image. Numerical flow simulation for each stochastic realization provides the basis for analyzing the effects of geologic uncertainty on simulated hydraulic response. The first case study is a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. The SNESIM algorithm is used to stochastically model geologic heterogeneity conditioned to the mapped surface geology as well as vertical drill-hole data. Numerical simulation of groundwater flow and contaminant transport through geologic models produces a distribution of hydraulic responses and contaminant concentration results. From this distribution of results, the probability of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary. The second case study considers a characteristic lava-flow aquifer system in Pahute Mesa, Nevada. A 3D training image is developed by using object-based simulation of parametric shapes to represent the key morphologic features of rhyolite lava flows embedded within ash-flow tuffs. In addition to vertical drill-hole data, transient pressure head data from aquifer tests can be used to constrain the stochastic model outcomes. The use of both static and dynamic conditioning data allows the identification of potential geologic structures that control hydraulic response. These case studies demonstrate the flexibility of the multiple-point geostatistics approach for considering multiple types of data and for developing sophisticated models of geologic heterogeneities that can be incorporated into numerical flow simulations.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Stochastic-field cavitation model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.

Use of suprathreshold stochastic resonance in cochlear implant coding

NASA Astrophysics Data System (ADS)

Allingham, David; Stocks, Nigel G.; Morse, Robert P.

2003-05-01

In this article we discuss the possible use of a novel form of stochastic resonance, termed suprathreshold stochastic resonance (SSR), to improve signal encoding/transmission in cochlear implants. A model, based on the leaky-integrate-and-fire (LIF) neuron, has been developed from physiological data and use to model information flow in a population of cochlear nerve fibers. It is demonstrated that information flow can, in principle, be enhanced by the SSR effect. Furthermore, SSR was found to enhance information transmission for signal parameters that are commonly encountered in cochlear implants. This, therefore, gives hope that SSR may be implemented in cochlear implants to improve speech comprehension.

Generalization of one-dimensional solute transport: A stochastic-convective flow conceptualization

NASA Astrophysics Data System (ADS)

Simmons, C. S.

1986-04-01

A stochastic-convective representation of one-dimensional solute transport is derived. It is shown to conceptually encompass solutions of the conventional convection-dispersion equation. This stochastic approach, however, does not rely on the assumption that dispersive flux satisfies Fick's diffusion law. Observable values of solute concentration and flux, which together satisfy a conservation equation, are expressed as expectations over a flow velocity ensemble, representing the inherent random processess that govern dispersion. Solute concentration is determined by a Lagrangian pdf for random spatial displacements, while flux is determined by an equivalent Eulerian pdf for random travel times. A condition for such equivalence is derived for steady nonuniform flow, and it is proven that both Lagrangian and Eulerian pdfs are required to account for specified initial and boundary conditions on a global scale. Furthermore, simplified modeling of transport is justified by proving that an ensemble of effectively constant velocities always exists that constitutes an equivalent representation. An example of how a two-dimensional transport problem can be reduced to a single-dimensional stochastic viewpoint is also presented to further clarify concepts.

Turbulence modeling and combustion simulation in porous media under high Peclet number

NASA Astrophysics Data System (ADS)

Moiseev, Andrey A.; Savin, Andrey V.

2018-05-01

Turbulence modelling in porous flows and burning still remains not completely clear until now. Undoubtedly, conventional turbulence models must work well under high Peclet numbers when porous channels shape is implemented in details. Nevertheless, the true turbulent mixing takes place at micro-scales only, and the dispersion mixing works at macro-scales almost independent from true turbulence. The dispersion mechanism is characterized by the definite space scale (scale of the porous structure) and definite velocity scale (filtration velocity). The porous structure is stochastic one usually, and this circumstance allows applying the analogy between space-time-stochastic true turbulence and the dispersion flow which is stochastic in space only, when porous flow is simulated at the macro-scale level. Additionally, the mentioned analogy allows applying well-known turbulent combustion models in simulations of porous combustion under high Peclet numbers.

Stochastic density waves of granular flows: strong-intermittent dissipation fields with self-organization

NASA Astrophysics Data System (ADS)

Bershadskii, A.

1994-10-01

The quantitative (scaling) results of a recent lattice-gas simulation of granular flows [1] are interpreted in terms of Kolmogorov-Obukhov approach revised for strong space-intermittent systems. Renormalised power spectrum with exponent '-4/3' seems to be an universal spectrum of scalar fluctuations convected by stochastic velocity fields in dissipative systems with inverse energy transfer (some other laboratory and geophysic turbulent flows with this power spectrum as well as an analogy between this phenomenon and turbulent percolation on elastic backbone are pointed out).

Modeling the net flows of U.S. mutual funds with stochastic catastrophe theory

NASA Astrophysics Data System (ADS)

Clark, A.

2006-04-01

Using the recent work of Hartelman, van der Maas, and Wagenmakers, we demonstrate the use of invariant stochastic catastrophe models in finance for modeling net flows (the difference between purchases and redemptions of fund shares) of U.S. mutual funds. We validate Goetzmann et al. and others' work concerning the importance of sentiment variables on stock fund flows. We also answer some of the questions Goetzmann et al. and Brown et al. pose at the end of their respective papers. We end with possible experiments for experimental economists and sociophysicists.

On an interface of the online system for a stochastic analysis of the varied information flows

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorshenin, Andrey K.; MIREA, MGUPI; Kuzmin, Victor Yu.

The article describes a possible approach to the construction of an interface of an online asynchronous system that allows researchers to analyse varied information flows. The implemented stochastic methods are based on the mixture models and the method of moving separation of mixtures. The general ideas of the system functionality are demonstrated on an example for some moments of a finite normal mixture.

Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

NASA Astrophysics Data System (ADS)

Curran, Thomas; Denner, Fabian; van Wachem, Berend

2017-11-01

The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

2018-06-01

In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

A Stochastic Mixed Finite Element Heterogeneous Multiscale Method for Flow in Porous Media

DTIC Science & Technology

2010-08-01

applicable for flow in porous media has drawn significant interest in the last few years. Several techniques like generalized polynomial chaos expansions (gPC...represents the stochastic solution as a polynomial approxima- tion. This interpolant is constructed via independent function calls to the de- terministic...of orthogonal polynomials [34,38] or sparse grid approximations [39–41]. It is well known that the global polynomial interpolation cannot resolve lo

A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.

PubMed

Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming

2015-01-01

Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity.

Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

NASA Astrophysics Data System (ADS)

Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

1996-08-01

The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

Simulation of stochastic wind action on transmission power lines

NASA Astrophysics Data System (ADS)

Wielgos, Piotr; Lipecki, Tomasz; Flaga, Andrzej

2018-01-01

The paper presents FEM analysis of the wind action on overhead transmission power lines. The wind action is based on a stochastic simulation of the wind field in several points of the structure and on the wind tunnel tests on aerodynamic coefficients of the single conductor consisting of three wires. In FEM calculations the section of the transmission power line composed of three spans is considered. Non-linear analysis with deadweight of the structure is performed first to obtain the deformed shape of conductors. Next, time-dependent wind forces are applied to respective points of conductors and non-linear dynamic analysis is carried out.

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis.

PubMed

Katuwal, Hari; Calkin, David E; Hand, Michael S

2016-01-15

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of controlled fire line are examined. Results indicate that the use of bulldozers and fire engines increase the production of controlled fire line, while firefighter crews do not tend to contribute to controlled fire line production. Production of controlled fire line is more efficient if it occurs along natural or built breaks, such as rivers and roads, and within areas previously burned by wildfires. However, results also indicate that productivity and efficiency of the controlled fire line are sensitive to weather, landscape and fire characteristics. Copyright © 2015 Elsevier Ltd. All rights reserved.

Momentum Maps and Stochastic Clebsch Action Principles

NASA Astrophysics Data System (ADS)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Target Lagrangian kinematic simulation for particle-laden flows.

PubMed

Murray, S; Lightstone, M F; Tullis, S

2016-09-01

The target Lagrangian kinematic simulation method was motivated as a stochastic Lagrangian particle model that better synthesizes turbulence structure, relative to stochastic separated flow models. By this method, the trajectories of particles are constructed according to synthetic turbulent-like fields, which conform to a target Lagrangian integral timescale. In addition to recovering the expected Lagrangian properties of fluid tracers, this method is shown to reproduce the crossing trajectories and continuity effects, in agreement with an experimental benchmark.

Extremal flows in Wasserstein space

NASA Astrophysics Data System (ADS)

Conforti, Giovanni; Pavon, Michele

2018-06-01

We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm's and Nelson's stochastic mechanics.

A Hybrid Stochastic-Neuro-Fuzzy Model-Based System for In-Flight Gas Turbine Engine Diagnostics

DTIC Science & Technology

2001-04-05

Margin (ADM) and (ii) Fault Detection Margin (FDM). Key Words: ANFIS, Engine Health Monitoring , Gas Path Analysis, and Stochastic Analysis Adaptive Network...The paper illustrates the application of a hybrid Stochastic- Fuzzy -Inference Model-Based System (StoFIS) to fault diagnostics and prognostics for both...operational history monitored on-line by the engine health management (EHM) system. To capture the complex functional relationships between different

Electron heat transport measured in a stochastic magnetic field.

PubMed

Biewer, T M; Forest, C B; Anderson, J K; Fiksel, G; Hudson, B; Prager, S C; Sarff, J S; Wright, J C; Brower, D L; Ding, W X; Terry, S D

2003-07-25

New profile measurements have allowed the electron thermal diffusivity profile to be estimated from power balance in the Madison Symmetric Torus where magnetic islands overlap and field lines are stochastic. The measurements show that (1) the electron energy transport is conductive not convective, (2) the measured thermal diffusivities are in good agreement with numerical simulations of stochastic transport, and (3) transport is greatly reduced near the reversal surface where magnetic diffusion is small.

Heterogeneity in Hydraulic Conductivity and Its Role on the Macroscale Transport of a Solute Plume from a Landfill: From Measurements to a Practical Application of Stochastic Flow and Transport Theory

NASA Astrophysics Data System (ADS)

Sudicky, E. A.; Illman, W. A.; Goltz, I. K.; Adams, J. J.; McLaren, R. G.

2008-12-01

The spatial variability of hydraulic conductivity in a shallow unconfined aquifer located at North Bay, Ontario composed of glacial-lacustrine and glacial-fluvial sands is examined in exceptional detail and characterized geostatistically. A total of 1878 permeameter measurements were performed at 0.05 m vertical intervals along cores taken from 20 boreholes along two intersecting transect lines. Simultaneous three-dimensional fitting of ln K variogram data to an exponential model yielded geostatistical parameters for the estimation of bulk hydraulic conductivity and solute dispersion parameters. The analysis revealed a ln K variance equal to about 2.0 and three-dimensional anisotropy of the correlation structure of the heterogeneity (λ 1, λ 2 and λ 3 equal to 17.19 m, 7.39 m and 1.0 m, respectively). Effective values of the hydraulic conductivity tensor and the value of the longitudinal macrodispersivity were calculated using the theoretical expressions of Gelhar and Axness (1983). The magnitude of the longitudinal macrodispersivity is reasonably consistent with the observed degree of longitudinal dispersion of the landfill plume along the principal path of migration. The prediction of the transverse dispersion suggests that the transverse-mixing process at the field scale is essentially controlled by local dispersion and diffusion. Variably-saturated 3D flow modeling using the statistically-derived effective hydraulic conductivity tensor allowed a reasonably close calibration to the measured water table and the observed heads at various depths in an array of piezometers. Concomitant transport modeling using the calculated longitudinal macrodispersivity, as well as local-scale values of the transverse dispersion parameters, reasonably predicted the extent and migration rates of the observed contaminant plume that was monitored using a network of multi-level samplers over a period of about 5 years. This study demonstrates that the use of statistically-derived parameters based on stochastic theories results in reliable large-scale 3D flow and transport models for complex hydrogeological systems. This is in agreement with the conclusions reached by Sudicky (1986) at the site of an elaborate tracer test conducted in the aquifer at the Canadian Forces Base Borden. This study represents one of the few attempts at validating stochastic theories of groundwater flow and solute transport in three-dimensions at a site where extensive field data have been collected.

Stochastic Lagrangian dynamics for charged flows in the E-F regions of ionosphere

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tang Wenbo; Mahalov, Alex

2013-03-15

We develop a three-dimensional numerical model for the E-F region ionosphere and study the Lagrangian dynamics for plasma flows in this region. Our interest rests on the charge-neutral interactions and the statistics associated with stochastic Lagrangian motion. In particular, we examine the organizing mixing patterns for plasma flows due to polarized gravity wave excitations in the neutral field, using Lagrangian coherent structures (LCS). LCS objectively depict the flow topology-the extracted attractors indicate generation of ionospheric density gradients, due to accumulation of plasma. Using Lagrangian measures such as the finite-time Lyapunov exponents, we locate the Lagrangian skeletons for mixing in plasma,more » hence where charged fronts are expected to appear. With polarized neutral wind, we find that the corresponding plasma velocity is also polarized. Moreover, the polarized velocity alone, coupled with stochastic Lagrangian motion, may give rise to polarized density fronts in plasma. Statistics of these trajectories indicate high level of non-Gaussianity. This includes clear signatures of variance, skewness, and kurtosis of displacements taking polarized structures aligned with the gravity waves, and being anisotropic.« less

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent setup times

NASA Astrophysics Data System (ADS)

Sharma, Pankaj; Jain, Ajai

2014-12-01

Stochastic dynamic job shop scheduling problem with consideration of sequence-dependent setup times are among the most difficult classes of scheduling problems. This paper assesses the performance of nine dispatching rules in such shop from makespan, mean flow time, maximum flow time, mean tardiness, maximum tardiness, number of tardy jobs, total setups and mean setup time performance measures viewpoint. A discrete event simulation model of a stochastic dynamic job shop manufacturing system is developed for investigation purpose. Nine dispatching rules identified from literature are incorporated in the simulation model. The simulation experiments are conducted under due date tightness factor of 3, shop utilization percentage of 90% and setup times less than processing times. Results indicate that shortest setup time (SIMSET) rule provides the best performance for mean flow time and number of tardy jobs measures. The job with similar setup and modified earliest due date (JMEDD) rule provides the best performance for makespan, maximum flow time, mean tardiness, maximum tardiness, total setups and mean setup time measures.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Single-cell-based breeding: Rational strategy for the establishment of cell lines from a single cell with the most favorable properties.

PubMed

Yoshimoto, Nobuo; Kuroda, Shun'ichi

2014-04-01

For efficient biomolecule production (e.g., antibodies, recombinant proteins), mammalian cells with high expression rates should be selected from cell libraries, propagated while maintaining a homogenous expression rate, and subsequently stabilized at their high expression rate. Clusters of isogenic cells (i.e., colonies) have been used for these processes. However, cellular heterogeneity makes it difficult to obtain cell lines with the highest expression rates by using single-colony-based breeding. Furthermore, even among the single cells in an isogenic cell population, the desired cell properties fluctuate stochastically during long-term culture. Therefore, although the molecular mechanisms underlying stochastic fluctuation are poorly understood, it is necessary to establish excellent cell lines in order to breed single cells to have higher expression, higher stability, and higher homogeneity while suppressing stochastic fluctuation (i.e., single-cell-based breeding). In this review, we describe various methods for manipulating single cells and facilitating single-cell analysis in order to better understand stochastic fluctuation. We demonstrated that single-cell-based breeding is practical and promising by using a high-throughput automated system to analyze and manipulate single cells. Copyright © 2013 The Society for Biotechnology, Japan. Published by Elsevier B.V. All rights reserved.

Impacts of a Stochastic Ice Mass-Size Relationship on Squall Line Ensemble Simulations

NASA Astrophysics Data System (ADS)

Stanford, M.; Varble, A.; Morrison, H.; Grabowski, W.; McFarquhar, G. M.; Wu, W.

2017-12-01

Cloud and precipitation structure, evolution, and cloud radiative forcing of simulated mesoscale convective systems (MCSs) are significantly impacted by ice microphysics parameterizations. Most microphysics schemes assume power law relationships with constant parameters for ice particle mass, area, and terminal fallspeed relationships as a function of size, despite observations showing that these relationships vary in both time and space. To account for such natural variability, a stochastic representation of ice microphysical parameters was developed using the Predicted Particle Properties (P3) microphysics scheme in the Weather Research and Forecasting model, guided by in situ aircraft measurements from a number of field campaigns. Here, the stochastic framework is applied to the "a" and "b" parameters of the unrimed ice mass-size (m-D) relationship (m=aDb) with co-varying "a" and "b" values constrained by observational distributions tested over a range of spatiotemporal autocorrelation scales. Diagnostically altering a-b pairs in three-dimensional (3D) simulations of the 20 May 2011 Midlatitude Continental Convective Clouds Experiment (MC3E) squall line suggests that these parameters impact many important characteristics of the simulated squall line, including reflectivity structure (particularly in the anvil region), surface rain rates, surface and top of atmosphere radiative fluxes, buoyancy and latent cooling distributions, and system propagation speed. The stochastic a-b P3 scheme is tested using two frameworks: (1) a large ensemble of two-dimensional idealized squall line simulations and (2) a smaller ensemble of 3D simulations of the 20 May 2011 squall line, for which simulations are evaluated using observed radar reflectivity and radial velocity at multiple wavelengths, surface meteorology, and surface and satellite measured longwave and shortwave radiative fluxes. Ensemble spreads are characterized and compared against initial condition ensemble spreads for a range of variables.

Effects of plasma flows on particle diffusion in stochastic magnetic fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vlad, M.; Spineanu, F.; Misguich, J.H.

1996-07-01

The study of collisional test particle diffusion in stochastic magnetic fields is extended to include the effects of the macroscopic flows of the plasma (drifts). We show that a substantial amplification of the diffusion coefficient can be obtained. This effect is produced by the combined action of the parallel collisional velocity and of the average drifts. The perpendicular collisional velocity influences the effective diffusion only in the limit of small average drifts. {copyright} {ital 1996 The American Physical Society.}

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines.

PubMed

Neftci, Emre O; Pedroni, Bruno U; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware.

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines

PubMed Central

Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650

Debates - Stochastic subsurface hydrology from theory to practice: Introduction

NASA Astrophysics Data System (ADS)

Rajaram, Harihar

2016-12-01

This paper introduces the papers in the "Debates - Stochastic Subsurface Hydrology from Theory to Practice" series. Beginning in the 1970s, the field of stochastic subsurface hydrology has been an active field of research, with over 3500 journal publications, of which over 850 have appeared in Water Resources Research. We are fortunate to have insightful contributions from four groups of distinguished authors who discuss the reasons why the advanced research framework established in stochastic subsurface hydrology has not impacted the practice of groundwater flow and transport modeling and design significantly. There is reasonable consensus that a community effort aimed at developing "toolboxes" for applications of stochastic methods will make them more accessible and encourage practical applications.

Two-lane traffic-flow model with an exact steady-state solution.

PubMed

Kanai, Masahiro

2010-12-01

We propose a stochastic cellular-automaton model for two-lane traffic flow based on the misanthrope process in one dimension. The misanthrope process is a stochastic process allowing for an exact steady-state solution; hence, we have an exact flow-density diagram for two-lane traffic. In addition, we introduce two parameters that indicate, respectively, driver's driving-lane preference and passing-lane priority. Due to the additional parameters, the model shows a deviation of the density ratio for driving-lane use and a biased lane efficiency in flow. Then, a mean-field approach explicitly describes the asymmetric flow by the hop rates, the driving-lane preference, and the passing-lane priority. Meanwhile, the simulation results are in good agreement with an observational data, and we thus estimate these parameters. We conclude that the proposed model successfully produces two-lane traffic flow particularly with the driving-lane preference and the passing-lane priority.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

NASA Astrophysics Data System (ADS)

Calcagni, Gianluca; Ronco, Michele

2017-10-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

A novel method for unsteady flow field segmentation based on stochastic similarity of direction

NASA Astrophysics Data System (ADS)

Omata, Noriyasu; Shirayama, Susumu

2018-04-01

Recent developments in fluid dynamics research have opened up the possibility for the detailed quantitative understanding of unsteady flow fields. However, the visualization techniques currently in use generally provide only qualitative insights. A method for dividing the flow field into physically relevant regions of interest can help researchers quantify unsteady fluid behaviors. Most methods at present compare the trajectories of virtual Lagrangian particles. The time-invariant features of an unsteady flow are also frequently of interest, but the Lagrangian specification only reveals time-variant features. To address these challenges, we propose a novel method for the time-invariant spatial segmentation of an unsteady flow field. This segmentation method does not require Lagrangian particle tracking but instead quantitatively compares the stochastic models of the direction of the flow at each observed point. The proposed method is validated with several clustering tests for 3D flows past a sphere. Results show that the proposed method reveals the time-invariant, physically relevant structures of an unsteady flow.

A stochastic two-scale model for pressure-driven flow between rough surfaces

PubMed Central

Larsson, Roland; Lundström, Staffan; Wall, Peter; Almqvist, Andreas

2016-01-01

Seal surface topography typically consists of global-scale geometric features as well as local-scale roughness details and homogenization-based approaches are, therefore, readily applied. These provide for resolving the global scale (large domain) with a relatively coarse mesh, while resolving the local scale (small domain) in high detail. As the total flow decreases, however, the flow pattern becomes tortuous and this requires a larger local-scale domain to obtain a converged solution. Therefore, a classical homogenization-based approach might not be feasible for simulation of very small flows. In order to study small flows, a model allowing feasibly-sized local domains, for really small flow rates, is developed. Realization was made possible by coupling the two scales with a stochastic element. Results from numerical experiments, show that the present model is in better agreement with the direct deterministic one than the conventional homogenization type of model, both quantitatively in terms of flow rate and qualitatively in reflecting the flow pattern. PMID:27436975

What does free cash flow tell us about hospital efficiency? A stochastic frontier analysis of cost inefficiency in California hospitals.

PubMed

Pratt, William R

2010-01-01

Hospitals are facing substantial financial and economic pressure as a result of health plan payment restructuring, unfunded mandates, and other factors. This article analyzes the relationship between free cash flow (FCF) and hospital efficiency given these financial challenges. Data from 270 California hospitals were used to estimate a stochastic frontier model of hospital cost efficiency that explicitly takes into account outpatient heterogeneity. The findings indicate that hospital FCF is significantly linked to firm efficiency/inefficiency. The results indicate that higher positive cash flows are related to lower cost inefficiency, but higher negative cash flows are related to higher cost inefficiency. Thus, cash flows not only impact the ability of hospitals to meet current liabilities, they are also related to the ability of the hospitals to use resources effectively.

Stochastic transitions and jamming in granular pipe flow

NASA Astrophysics Data System (ADS)

Brand, Samuel; Ball, Robin C.; Nicodemi, Mario

2011-03-01

We study a model granular suspension driven down a channel by an embedding fluid via computer simulations. We characterize the different system flow regimes and the stochastic nature of the transitions between them. For packing fractions below a threshold ϕm, granular flow is disordered and exhibits an Ostwald-de Waele-type power-law shear-stress constitutive relation. Above ϕm, two asymptotic states exist; disordered flow can persist indefinitely, yet, in a fraction of samples, the system self-organizes in an ordered form of flow where grains move in parallel ordered layers. In the latter regime, the Ostwald-de Waele relationship breaks down and a nearly solid plug appears in the center, with linear shear regions at the boundaries. Above a higher threshold ϕg, an abrupt jamming transition is observed if ordering is avoided.

A statistical mechanics approach to computing rare transitions in multi-stable turbulent geophysical flows

NASA Astrophysics Data System (ADS)

Laurie, J.; Bouchet, F.

2012-04-01

Many turbulent flows undergo sporadic random transitions, after long periods of apparent statistical stationarity. For instance, paths of the Kuroshio [1], the Earth's magnetic field reversal, atmospheric flows [2], MHD experiments [3], 2D turbulence experiments [4,5], 3D flows [6] show this kind of behavior. The understanding of this phenomena is extremely difficult due to the complexity, the large number of degrees of freedom, and the non-equilibrium nature of these turbulent flows. It is however a key issue for many geophysical problems. A straightforward study of these transitions, through a direct numerical simulation of the governing equations, is nearly always impracticable. This is mainly a complexity problem, due to the large number of degrees of freedom involved for genuine turbulent flows, and the extremely long time between two transitions. In this talk, we consider two-dimensional and geostrophic turbulent models, with stochastic forces. We consider regimes where two or more attractors coexist. As an alternative to direct numerical simulation, we propose a non-equilibrium statistical mechanics approach to the computation of this phenomenon. Our strategy is based on large deviation theory [7], derived from a path integral representation of the stochastic process. Among the trajectories connecting two non-equilibrium attractors, we determine the most probable one. Moreover, we also determine the transition rates, and in which cases this most probable trajectory is a typical one. Interestingly, we prove that in the class of models we consider, a mechanism exists for diffusion over sets of connected attractors. For the type of stochastic forces that allows this diffusion, the transition between attractors is not a rare event. It is then very difficult to characterize the flow as bistable. However for another class of stochastic forces, this diffusion mechanism is prevented, and genuine bistability or multi-stability is observed. We discuss how these results are probably connected to the long debated existence of multi-stability in the atmosphere and oceans.

A stochastic tabu search algorithm to align physician schedule with patient flow.

PubMed

Niroumandrad, Nazgol; Lahrichi, Nadia

2018-06-01

In this study, we consider the pretreatment phase for cancer patients. This is defined as the period between the referral to a cancer center and the confirmation of the treatment plan. Physicians have been identified as bottlenecks in this process, and the goal is to determine a weekly cyclic schedule that improves the patient flow and shortens the pretreatment duration. High uncertainty is associated with the arrival day, profile and type of cancer of each patient. We also include physician satisfaction in the objective function. We present a MIP model for the problem and develop a tabu search algorithm, considering both deterministic and stochastic cases. Experiments show that our method compares very well to CPLEX under deterministic conditions. We describe the stochastic approach in detail and present a real application.

Anisotropic Stochastic Vortex Structure Method for Simulating Particle Collision in Turbulent Shear Flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad; Marshall, Jeffrey; Grant, John; Jin, Xing

2017-11-01

Accounting for the effect of subgrid-scale turbulence on interacting particles remains a challenge when using Reynolds-Averaged Navier Stokes (RANS) or Large Eddy Simulation (LES) approaches for simulation of turbulent particulate flows. The standard stochastic Lagrangian method for introducing turbulence into particulate flow computations is not effective when the particles interact via collisions, contact electrification, etc., since this method is not intended to accurately model relative motion between particles. We have recently developed the stochastic vortex structure (SVS) method and demonstrated its use for accurate simulation of particle collision in homogeneous turbulence; the current work presents an extension of the SVS method to turbulent shear flows. The SVS method simulates subgrid-scale turbulence using a set of randomly-positioned, finite-length vortices to generate a synthetic fluctuating velocity field. It has been shown to accurately reproduce the turbulence inertial-range spectrum and the probability density functions for the velocity and acceleration fields. In order to extend SVS to turbulent shear flows, a new inversion method has been developed to orient the vortices in order to generate a specified Reynolds stress field. The extended SVS method is validated in the present study with comparison to direct numerical simulations for a planar turbulent jet flow. This research was supported by the U.S. National Science Foundation under Grant CBET-1332472.

The exponential behavior and stabilizability of the stochastic magnetohydrodynamic equations

NASA Astrophysics Data System (ADS)

Wang, Huaqiao

2018-06-01

This paper studies the two-dimensional stochastic magnetohydrodynamic equations which are used to describe the turbulent flows in magnetohydrodynamics. The exponential behavior and the exponential mean square stability of the weak solutions are proved by the application of energy method. Furthermore, we establish the pathwise exponential stability by using the exponential mean square stability. When the stochastic perturbations satisfy certain additional hypotheses, we can also obtain pathwise exponential stability results without using the mean square stability.

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis

Treesearch

Hari Katuwal; Dave Calkin; Michael S. Hand

2016-01-01

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of...

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Numerical considerations for Lagrangian stochastic dispersion models: Eliminating rogue trajectories, and the importance of numerical accuracy

USDA-ARS?s Scientific Manuscript database

When Lagrangian stochastic models for turbulent dispersion are applied to complex flows, some type of ad hoc intervention is almost always necessary to eliminate unphysical behavior in the numerical solution. This paper discusses numerical considerations when solving the Langevin-based particle velo...

The stochastic thermodynamics of a rotating Brownian particle in a gradient flow

PubMed Central

Lan, Yueheng; Aurell, Erik

2015-01-01

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a gradient flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding fluid with specific mesoscopic transport coefficients. With temperature gradient, extra terms are found which result from the nonlinear interaction between the particle and the non-equilibrated environment. The calculations are based on the fluctuation relations which relate entropy production to the probabilities of stochastic paths and carried out in a multi-time formalism. PMID:26194015

Quantification of uncertainty for fluid flow in heterogeneous petroleum reservoirs

NASA Astrophysics Data System (ADS)

Zhang, Dongxiao

Detailed description of the heterogeneity of oil/gas reservoirs is needed to make performance predictions of oil/gas recovery. However, only limited measurements at a few locations are usually available. This combination of significant spatial heterogeneity with incomplete information about it leads to uncertainty about the values of reservoir properties and thus, to uncertainty in estimates of production potential. The theory of stochastic processes provides a natural method for evaluating these uncertainties. In this study, we present a stochastic analysis of transient, single phase flow in heterogeneous reservoirs. We derive general equations governing the statistical moments of flow quantities by perturbation expansions. These moments can be used to construct confidence intervals for the flow quantities (e.g., pressure and flow rate). The moment equations are deterministic and can be solved numerically with existing solvers. The proposed moment equation approach has certain advantages over the commonly used Monte Carlo approach.

Stochastic and epigenetic changes of gene expression in Arabidopsis polyploids.

PubMed

Wang, Jianlin; Tian, Lu; Madlung, Andreas; Lee, Hyeon-Se; Chen, Meng; Lee, Jinsuk J; Watson, Brian; Kagochi, Trevor; Comai, Luca; Chen, Z Jeffrey

2004-08-01

Polyploidization is an abrupt speciation mechanism for eukaryotes and is especially common in plants. However, little is known about patterns and mechanisms of gene regulation during early stages of polyploid formation. Here we analyzed differential expression patterns of the progenitors' genes among successive selfing generations and independent lineages. The synthetic Arabidopsis allotetraploid lines were produced by a genetic cross between A. thaliana and A. arenosa autotetraploids. We found that some progenitors' genes are differentially expressed in early generations, whereas other genes are silenced in late generations or among different siblings within a selfing generation, suggesting that the silencing of progenitors' genes is rapidly and/or stochastically established. Moreover, a subset of genes is affected in autotetraploid and multiple independent allotetraploid lines and in A. suecica, a natural allotetraploid derived from A. thaliana and A. arenosa, indicating locus-specific susceptibility to ploidy-dependent gene regulation. The role of DNA methylation in silencing progenitors' genes is tested in DNA-hypomethylation transgenic lines of A. suecica using RNA interference (RNAi). Two silenced genes are reactivated in both ddm1- and met1-RNAi lines, consistent with the demethylation of centromeric repeats and gene-specific regions in the genome. A rapid and stochastic process of differential gene expression is reinforced by epigenetic regulation during polyploid formation and evolution. Copyright 2004 Genetics Society of America

Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

This paper is devoted to discern long time dynamics through the stochastic low concentration trimolecular oscillatory chemical system with jumps. By Lyapunov technique, this system is proved to have a unique global positive solution, and the asymptotic stability in mean square of such model is further established. Moreover, the existence of random attractor and Lyapunov exponents are obtained for the stochastic homeomorphism flow generated by the corresponding global positive solution. And some numerical simulations are given to illustrate the presented results.

On Designing Multicore-Aware Simulators for Systems Biology Endowed with OnLine Statistics

PubMed Central

Calcagno, Cristina; Coppo, Mario

2014-01-01

The paper arguments are on enabling methodologies for the design of a fully parallel, online, interactive tool aiming to support the bioinformatics scientists .In particular, the features of these methodologies, supported by the FastFlow parallel programming framework, are shown on a simulation tool to perform the modeling, the tuning, and the sensitivity analysis of stochastic biological models. A stochastic simulation needs thousands of independent simulation trajectories turning into big data that should be analysed by statistic and data mining tools. In the considered approach the two stages are pipelined in such a way that the simulation stage streams out the partial results of all simulation trajectories to the analysis stage that immediately produces a partial result. The simulation-analysis workflow is validated for performance and effectiveness of the online analysis in capturing biological systems behavior on a multicore platform and representative proof-of-concept biological systems. The exploited methodologies include pattern-based parallel programming and data streaming that provide key features to the software designers such as performance portability and efficient in-memory (big) data management and movement. Two paradigmatic classes of biological systems exhibiting multistable and oscillatory behavior are used as a testbed. PMID:25050327

Short-term forecasting of urban rail transit ridership based on ARIMA and wavelet decomposition

NASA Astrophysics Data System (ADS)

Wang, Xuemei; Zhang, Ning; Chen, Ying; Zhang, Yunlong

2018-05-01

Due to different functions and land use types, there are significant differences in ridership patterns among different urban rail transit stations. Considering the characteristics of different ridership and coping with the uncertainty, periodical and stochastic natures of short-term passenger flow, and this paper proposes a novel hybrid methodology that combines the autoregressive integrated moving average (ARIMA) model and wavelet decomposition, which has strong strengths in signal processing, to short-term ridership forecasting. The seasonal ARIMA is used to represent the relatively stable and regular ridership patterns while the wavelet decomposition is used to capture the stochastic or sometimes drastic changing characteristics of ridership patterns. The inclusion of wavelet decomposition and reconstruction provides the hybrid model with a unique strength in capturing sudden change in ridership patterns associated with certain rail stations. The case study is carried out by analyzing real ridership data of Metro Line 1 in Nanjing, China. The experimental results indicate that the hybrid method is superior to the individual ARIMA model for all ridership patterns, but particularly advantageous in predicting ridership at stations often associated with sudden pattern changes due to special events.

On designing multicore-aware simulators for systems biology endowed with OnLine statistics.

PubMed

Aldinucci, Marco; Calcagno, Cristina; Coppo, Mario; Damiani, Ferruccio; Drocco, Maurizio; Sciacca, Eva; Spinella, Salvatore; Torquati, Massimo; Troina, Angelo

2014-01-01

The paper arguments are on enabling methodologies for the design of a fully parallel, online, interactive tool aiming to support the bioinformatics scientists .In particular, the features of these methodologies, supported by the FastFlow parallel programming framework, are shown on a simulation tool to perform the modeling, the tuning, and the sensitivity analysis of stochastic biological models. A stochastic simulation needs thousands of independent simulation trajectories turning into big data that should be analysed by statistic and data mining tools. In the considered approach the two stages are pipelined in such a way that the simulation stage streams out the partial results of all simulation trajectories to the analysis stage that immediately produces a partial result. The simulation-analysis workflow is validated for performance and effectiveness of the online analysis in capturing biological systems behavior on a multicore platform and representative proof-of-concept biological systems. The exploited methodologies include pattern-based parallel programming and data streaming that provide key features to the software designers such as performance portability and efficient in-memory (big) data management and movement. Two paradigmatic classes of biological systems exhibiting multistable and oscillatory behavior are used as a testbed.

Stochastic fundamental diagram for probabilistic traffic flow modeling.

DOT National Transportation Integrated Search

2011-09-01

Flowing water in river, transported gas or oil in pipe, electric current in wire, moving : goods on conveyor, molecular motors in living cell, and driving vehicles on a highway are : various kinds of flow from physical or non-physical systems, yet ea...

Comments on the present state and future directions of PDF methods

NASA Technical Reports Server (NTRS)

Obrien, E. E.

1992-01-01

The one point probability density function (PDF) method is examined in light of its use in actual engineering problems. The PDF method, although relatively complicated, appears to be the only format available to handle the nonlinear stochastic difficulties caused by typical reaction kinetics. Turbulence modeling, if it is to play a central role in combustion modeling, has to be integrated with the chemistry in a way which produces accurate numerical solutions to combustion problems. It is questionable whether the development of turbulent models in isolation from the peculiar statistics of reactant concentrations is a fruitful line of development as far as propulsion is concerned. There are three issues for which additional viewgraphs are prepared: the one point pdf method; the amplitude mapping closure; and a hybrid strategy for replacing a full two point pdf treatment of reacting flows by a single point pdf and correlation functions. An appeal is made for the establishment of an adequate data base for compressible flow with reactions for Mach numbers of unity or higher.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

Stochastic simulation of the spray formation assisted by a high pressure

NASA Astrophysics Data System (ADS)

Gorokhovski, M.; Chtab-Desportes, A.; Voloshina, I.; Askarova, A.

2010-03-01

The stochastic model of spray formation in the vicinity of the injector and in the far-field has been described and assessed by comparison with measurements in Diesel-like conditions. In the proposed mesh-free approach, the 3D configuration of continuous liquid core is simulated stochastically by ensemble of spatial trajectories of the specifically introduced stochastic particles. The parameters of the stochastic process are presumed from the physics of primary atomization. The spray formation model consists in computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region. This model is combined with KIVA II computation of atomizing Diesel spray in two-ways. First, simultaneously with the gas phase RANS computation, the ensemble of stochastic particles is tracking and the probability field of their positions is calculated, which is used for sampling of initial locations of primary blobs. Second, the velocity increment of the gas due to the liquid injection is computed from the mean volume fraction of the simulated liquid core. Two novelties are proposed in the secondary atomization modeling. The first one is due to unsteadiness of the injection velocity. When the injection velocity increment in time is decreasing, the supplementary breakup may be induced. Therefore the critical Weber number is based on such increment. Second, a new stochastic model of the secondary atomization is proposed, in which the intermittent turbulent stretching is taken into account as the main mechanism. The measurements reported by Arcoumanis et al. (time-history of the mean axial centre-line velocity of droplet, and of the centre-line Sauter Mean Diameter), are compared with computations.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less

Random Interchange of Magnetic Connectivity

NASA Astrophysics Data System (ADS)

Matthaeus, W. H.; Ruffolo, D. J.; Servidio, S.; Wan, M.; Rappazzo, A. F.

2015-12-01

Magnetic connectivity, the connection between two points along a magnetic field line, has a stochastic character associated with field lines random walking in space due to magnetic fluctuations, but connectivity can also change in time due to dynamical activity [1]. For fluctuations transverse to a strong mean field, this connectivity change be caused by stochastic interchange due to component reconnection. The process may be understood approximately by formulating a diffusion-like Fokker-Planck coefficient [2] that is asymptotically related to standard field line random walk. Quantitative estimates are provided, for transverse magnetic field models and anisotropic models such as reduced magnetohydrodynamics. In heliospheric applications, these estimates may be useful for understanding mixing between open and close field line regions near coronal hole boundaries, and large latitude excursions of connectivity associated with turbulence. [1] A. F. Rappazzo, W. H. Matthaeus, D. Ruffolo, S. Servidio & M. Velli, ApJL, 758, L14 (2012) [2] D. Ruffolo & W. Matthaeus, ApJ, 806, 233 (2015)

A stochastic model of particle dispersion in turbulent reacting gaseous environments

NASA Astrophysics Data System (ADS)

Sun, Guangyuan; Lignell, David; Hewson, John

2012-11-01

We are performing fundamental studies of dispersive transport and time-temperature histories of Lagrangian particles in turbulent reacting flows. The particle-flow statistics including the full particle temperature PDF are of interest. A challenge in modeling particle motions is the accurate prediction of fine-scale aerosol-fluid interactions. A computationally affordable stochastic modeling approach, one-dimensional turbulence (ODT), is a proven method that captures the full range of length and time scales, and provides detailed statistics of fine-scale turbulent-particle mixing and transport. Limited results of particle transport in ODT have been reported in non-reacting flow. Here, we extend ODT to particle transport in reacting flow. The results of particle transport in three flow configurations are presented: channel flow, homogeneous isotropic turbulence, and jet flames. We investigate the functional dependence of the statistics of particle-flow interactions including (1) parametric study with varying temperatures, Reynolds numbers, and particle Stokes numbers; (2) particle temperature histories and PDFs; (3) time scale and the sensitivity of initial and boundary conditions. Flow statistics are compared to both experimental measurements and DNS data.

multiUQ: An intrusive uncertainty quantification tool for gas-liquid multiphase flows

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2017-11-01

Uncertainty quantification (UQ) can improve our understanding of the sensitivity of gas-liquid multiphase flows to variability about inflow conditions and fluid properties, creating a valuable tool for engineers. While non-intrusive UQ methods (e.g., Monte Carlo) are simple and robust, the cost associated with these techniques can render them unrealistic. In contrast, intrusive UQ techniques modify the governing equations by replacing deterministic variables with stochastic variables, adding complexity, but making UQ cost effective. Our numerical framework, called multiUQ, introduces an intrusive UQ approach for gas-liquid flows, leveraging a polynomial chaos expansion of the stochastic variables: density, momentum, pressure, viscosity, and surface tension. The gas-liquid interface is captured using a conservative level set approach, including a modified reinitialization equation which is robust and quadrature free. A least-squares method is leveraged to compute the stochastic interface normal and curvature needed in the continuum surface force method for surface tension. The solver is tested by applying uncertainty to one or two variables and verifying results against the Monte Carlo approach. NSF Grant #1511325.

Modelling stock order flows with non-homogeneous intensities from high-frequency data

NASA Astrophysics Data System (ADS)

Gorshenin, Andrey K.; Korolev, Victor Yu.; Zeifman, Alexander I.; Shorgin, Sergey Ya.; Chertok, Andrey V.; Evstafyev, Artem I.; Korchagin, Alexander Yu.

2013-10-01

A micro-scale model is proposed for the evolution of such information system as the limit order book in financial markets. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of buy and sell orders that determine the price discovery mechanism. The proposed multiplicative model of stochastic intensities makes it possible to analyze the characteristics of the order flows as well as the instantaneous proportion of the forces of buyers and sellers, that is, the imbalance process, without modelling the external information background. The proposed model gives the opportunity to link the micro-scale (high-frequency) dynamics of the limit order book with the macro-scale models of stock price processes of the form of subordinated Wiener processes by means of limit theorems of probability theory and hence, to use the normal variance-mean mixture models of the corresponding heavy-tailed distributions. The approach can be useful in different areas with similar properties (e.g., in plasma physics).

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

The effect of sudden server breakdown on the performance of a disassembly line

NASA Astrophysics Data System (ADS)

Udomsawat, Gun; Gupta, Surendra M.

2005-11-01

Product and material recovery relies on the disassembly process to separate target components or materials from the end-of-life (EOL) products. Disassembly line is especially effective when products in large quantity are disassembled. Unlike an assembly line, a disassembly line is more complex and is subjected to numerous uncertainties including stochastic and multi-level arrivals of component demands, stochastic arrival times for EOL products, and process interruption due to equipment failure. These factors seriously impair the control mechanism in the disassembly line. A common production control mechanism is the traditional push system (TPS). TPS responds to the aforementioned complications by carrying substantial amounts of inventories. An alternative control mechanism is a newly developed multi-kanban pull system (MKS) that relies on dynamic routing of kanbans, which tends to minimize the system's inventories while maintaining demand serviceability. In this paper we explore the impact of sudden breakdown of server on the performance of a disassembly line. We compare the overall performances of the TPS and MKS by considering two scenarios. We present the solution procedure and results for these cases.

Stochastic E2F activation and reconciliation of phenomenological cell-cycle models.

PubMed

Lee, Tae J; Yao, Guang; Bennett, Dorothy C; Nevins, Joseph R; You, Lingchong

2010-09-21

The transition of the mammalian cell from quiescence to proliferation is a highly variable process. Over the last four decades, two lines of apparently contradictory, phenomenological models have been proposed to account for such temporal variability. These include various forms of the transition probability (TP) model and the growth control (GC) model, which lack mechanistic details. The GC model was further proposed as an alternative explanation for the concept of the restriction point, which we recently demonstrated as being controlled by a bistable Rb-E2F switch. Here, through a combination of modeling and experiments, we show that these different lines of models in essence reflect different aspects of stochastic dynamics in cell cycle entry. In particular, we show that the variable activation of E2F can be described by stochastic activation of the bistable Rb-E2F switch, which in turn may account for the temporal variability in cell cycle entry. Moreover, we show that temporal dynamics of E2F activation can be recast into the frameworks of both the TP model and the GC model via parameter mapping. This mapping suggests that the two lines of phenomenological models can be reconciled through the stochastic dynamics of the Rb-E2F switch. It also suggests a potential utility of the TP or GC models in defining concise, quantitative phenotypes of cell physiology. This may have implications in classifying cell types or states.

A probabilistic approach to quantifying spatial patterns of flow regimes and network-scale connectivity

NASA Astrophysics Data System (ADS)

Garbin, Silvia; Alessi Celegon, Elisa; Fanton, Pietro; Botter, Gianluca

2017-04-01

The temporal variability of river flow regime is a key feature structuring and controlling fluvial ecological communities and ecosystem processes. In particular, streamflow variability induced by climate/landscape heterogeneities or other anthropogenic factors significantly affects the connectivity between streams with notable implication for river fragmentation. Hydrologic connectivity is a fundamental property that guarantees species persistence and ecosystem integrity in riverine systems. In riverine landscapes, most ecological transitions are flow-dependent and the structure of flow regimes may affect ecological functions of endemic biota (i.e., fish spawning or grazing of invertebrate species). Therefore, minimum flow thresholds must be guaranteed to support specific ecosystem services, like fish migration, aquatic biodiversity and habitat suitability. In this contribution, we present a probabilistic approach aiming at a spatially-explicit, quantitative assessment of hydrologic connectivity at the network-scale as derived from river flow variability. Dynamics of daily streamflows are estimated based on catchment-scale climatic and morphological features, integrating a stochastic, physically based approach that accounts for the stochasticity of rainfall with a water balance model and a geomorphic recession flow model. The non-exceedance probability of ecologically meaningful flow thresholds is used to evaluate the fragmentation of individual stream reaches, and the ensuing network-scale connectivity metrics. A multi-dimensional Poisson Process for the stochastic generation of rainfall is used to evaluate the impact of climate signature on reach-scale and catchment-scale connectivity. The analysis shows that streamflow patterns and network-scale connectivity are influenced by the topology of the river network and the spatial variability of climatic properties (rainfall, evapotranspiration). The framework offers a robust basis for the prediction of the impact of land-use/land-cover changes and river regulation on network-scale connectivity.

Stochastic constructions of flows of rank 1

NASA Astrophysics Data System (ADS)

Prikhod'ko, A. A.

2001-12-01

Automorphisms of rank 1 appeared in the well-known papers of Chacon (1965), who constructed an example of a weakly mixing automorphism not having the strong mixing property, and Ornstein (1970), who proved the existence of mixing automorphisms without a square root. Ornstein's construction is essentially stochastic, since its parameters are chosen in a "sufficiently random manner" according to a certain random law.In the present article it is shown that mixing flows of rank 1 exist. The construction given is also stochastic and is based to a large extent on ideas in Ornstein's paper. At the same time it complements Ornstein's paper and makes it more transparent. The construction can be used also to obtain automorphisms with various approximation and statistical properties. It is established that the new examples of dynamical systems are not isomorphic to Ornstein automorphisms, that is, they are qualitatively new.

Stochastic constructions of flows of rank 1

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prikhod'ko, A A

2001-12-31

Automorphisms of rank 1 appeared in the well-known papers of Chacon (1965), who constructed an example of a weakly mixing automorphism not having the strong mixing property, and Ornstein (1970), who proved the existence of mixing automorphisms without a square root. Ornstein's construction is essentially stochastic, since its parameters are chosen in a 'sufficiently random manner' according to a certain random law. In the present article it is shown that mixing flows of rank 1 exist. The construction given is also stochastic and is based to a large extent on ideas in Ornstein's paper. At the same time it complementsmore » Ornstein's paper and makes it more transparent. The construction can be used also to obtain automorphisms with various approximation and statistical properties. It is established that the new examples of dynamical systems are not isomorphic to Ornstein automorphisms, that is, they are qualitatively new.« less

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Bar-Shalom, Y.

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

Stochastic modeling of mode interactions via linear parabolized stability equations

NASA Astrophysics Data System (ADS)

Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

2017-11-01

Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

Numerical methods for the weakly compressible Generalized Langevin Model in Eulerian reference frame

DOE Office of Scientific and Technical Information (OSTI.GOV)

Azarnykh, Dmitrii, E-mail: d.azarnykh@tum.de; Litvinov, Sergey; Adams, Nikolaus A.

2016-06-01

A well established approach for the computation of turbulent flow without resolving all turbulent flow scales is to solve a filtered or averaged set of equations, and to model non-resolved scales by closures derived from transported probability density functions (PDF) for velocity fluctuations. Effective numerical methods for PDF transport employ the equivalence between the Fokker–Planck equation for the PDF and a Generalized Langevin Model (GLM), and compute the PDF by transporting a set of sampling particles by GLM (Pope (1985) [1]). The natural representation of GLM is a system of stochastic differential equations in a Lagrangian reference frame, typically solvedmore » by particle methods. A representation in a Eulerian reference frame, however, has the potential to significantly reduce computational effort and to allow for the seamless integration into a Eulerian-frame numerical flow solver. GLM in a Eulerian frame (GLMEF) formally corresponds to the nonlinear fluctuating hydrodynamic equations derived by Nakamura and Yoshimori (2009) [12]. Unlike the more common Landau–Lifshitz Navier–Stokes (LLNS) equations these equations are derived from the underdamped Langevin equation and are not based on a local equilibrium assumption. Similarly to LLNS equations the numerical solution of GLMEF requires special considerations. In this paper we investigate different numerical approaches to solving GLMEF with respect to the correct representation of stochastic properties of the solution. We find that a discretely conservative staggered finite-difference scheme, adapted from a scheme originally proposed for turbulent incompressible flow, in conjunction with a strongly stable (for non-stochastic PDE) Runge–Kutta method performs better for GLMEF than schemes adopted from those proposed previously for the LLNS. We show that equilibrium stochastic fluctuations are correctly reproduced.« less

The structure of dilute combusting sprays

NASA Technical Reports Server (NTRS)

Shuen, J. S.; Solomon, A. S. P.; Faeth, F. M.

1985-01-01

An experimental and theoretical study of drop processes in a turbulent flame is described. The experiments involved a monodisperse (105 and 180 micro m initial diameter) stream of methanol drops injected at the base of a turbulent methane-fueled diffusion flame burning in still air. The following measurements were made: mean and fluctuating phase velocities, mean drop number flux, drop-size distributions and mean gas-phase temperatures. Measurements were compared with predictions of two separated flow models: (1) deterministic separated flow, where drop-turbulence interactions are ignored; and (2) stochastic separated flow, where drop-turbulence interactions are considered using random-walk computations. The stochastic separated flow analysis yielded best agreement with measurements, since it provides for turbulent dispersion of drops which was important for present test conditions (and probably for most combusting sprays as well). Distinguishing the presence or absence of envelope flames around the drops, however, was relatively unimportant for present test conditions, since the drops spent most of their lifetime in fuel-rich regions of the flow where this distinction is irrelevant.

Bus-based park-and-ride system: a stochastic model on multimodal network with congestion pricing schemes

NASA Astrophysics Data System (ADS)

Liu, Zhiyuan; Meng, Qiang

2014-05-01

This paper focuses on modelling the network flow equilibrium problem on a multimodal transport network with bus-based park-and-ride (P&R) system and congestion pricing charges. The multimodal network has three travel modes: auto mode, transit mode and P&R mode. A continuously distributed value-of-time is assumed to convert toll charges and transit fares to time unit, and the users' route choice behaviour is assumed to follow the probit-based stochastic user equilibrium principle with elastic demand. These two assumptions have caused randomness to the users' generalised travel times on the multimodal network. A comprehensive network framework is first defined for the flow equilibrium problem with consideration of interactions between auto flows and transit (bus) flows. Then, a fixed-point model with unique solution is proposed for the equilibrium flows, which can be solved by a convergent cost averaging method. Finally, the proposed methodology is tested by a network example.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

DeVille, R.E.L., E-mail: rdeville@illinois.edu; Riemer, N., E-mail: nriemer@illinois.edu; West, M., E-mail: mwest@illinois.edu

2011-09-20

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangianmore » trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.« less

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

NASA Astrophysics Data System (ADS)

DeVille, R. E. L.; Riemer, N.; West, M.

2011-09-01

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.

Plant uprooting by flow as a fatigue mechanical process

NASA Astrophysics Data System (ADS)

Perona, Paolo; Edmaier, Katharina; Crouzy, Benoît

2015-04-01

In river corridors, plant uprooting by flow mostly occurs as a delayed process where flow erosion first causes root exposure until residual anchoring balances hydrodynamic forces on the part of the plant that is exposed to the stream. Because a given plant exposure time to the action of the stream is needed before uprooting occurs (time-to-uprooting), this uprooting mechanism has been denominated Type II, in contrast to Type I, which mostly affect early stage seedlings and is rather instantaneous. In this work, we propose a stochastic framework that describes a (deterministic) mechanical fatigue process perturbed by a (stochastic) process noise, where collapse occurs after a given exposure time. We test the model using the experimental data of Edmaier (2014) and Edmaier et al. (submitted), who investigated vegetation uprooting by flow in the limit of low plant stem-to-sediment size ratio by inducing parallel riverbed erosion within an experimental flume. We first identify the proper timescale and lengthscale for rescaling the model. Then, we show that it describes well all the empirical cumulative distribution functions (cdf) of time-to-uprooting obtained under constant riverbed erosion rate and assuming additive gaussian process noise. By this mean, we explore the level of determinism and stochasticity affecting the time-to-uprooting for Avena sativa in relation to root anchoring and flow drag forces. We eventually ascribe the overall dynamics of the Type II uprooting mechanism to the memory of the plant-soil system that is stored by root anchoring, and discuss related implications thereof. References Edmaier, K., Uprooting mechansims of juvenile vegetation by flow erosion, Ph.D. thesis, EPFL, 2014. Edmaier, K., Crouzy, B. and P. Perona. Experimental characterization of vegetation uprooting by flow. J. of Geophys. Res. - Biogeosci., submitted

Transversal Fluctuations of the ASEP, Stochastic Six Vertex Model, and Hall-Littlewood Gibbsian Line Ensembles

NASA Astrophysics Data System (ADS)

Corwin, Ivan; Dimitrov, Evgeni

2018-05-01

We consider the ASEP and the stochastic six vertex model started with step initial data. After a long time, T, it is known that the one-point height function fluctuations for these systems are of order T 1/3. We prove the KPZ prediction of T 2/3 scaling in space. Namely, we prove tightness (and Brownian absolute continuity of all subsequential limits) as T goes to infinity of the height function with spatial coordinate scaled by T 2/3 and fluctuations scaled by T 1/3. The starting point for proving these results is a connection discovered recently by Borodin-Bufetov-Wheeler between the stochastic six vertex height function and the Hall-Littlewood process (a certain measure on plane partitions). Interpreting this process as a line ensemble with a Gibbsian resampling invariance, we show that the one-point tightness of the top curve can be propagated to the tightness of the entire curve.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

Employing Eigenvalue Ratios to Generate Prior Fracture-like Features for Stochastic Hydrogeophysical Characterization of a Fractured Aquifer System

NASA Astrophysics Data System (ADS)

Brewster, J.; Oware, E. K.

2017-12-01

Groundwater hosted in fractured rocks constitutes almost 65% of the principal aquifers in the US. The exploitation and contaminant management of fractured aquifers require fracture flow and transport modeling, which in turn requires a detailed understanding of the structure of the aquifer. The widely used equivalent porous medium approach to modeling fractured aquifer systems is inadequate to accurately predict fracture transport processes due to the averaging of the sharp lithological contrast between the matrix and the fractures. The potential of geophysical imaging (GI) to estimate spatially continuous subsurface profiles in a minimally invasive fashion is well proven. Conventional deterministic GI strategies, however, produce geologically unrealistic, smoothed-out results due to commonly enforced smoothing constraints. Stochastic GI of fractured aquifers is becoming increasing appealing due to its ability to recover realistic fracture features while providing multiple likely realizations that enable uncertainty assessment. Generating prior spatial features consistent with the expected target structures is crucial in stochastic imaging. We propose to utilize eigenvalue ratios to resolve the elongated fracture features expected in a fractured aquifer system. Eigenvalues capture the major and minor directions of variability in a region, which can be employed to evaluate shape descriptors, such as eccentricity (elongation) and orientation of features in the region. Eccentricity ranges from zero to one, representing a circularly sharped to a line feature, respectively. Here, we apply eigenvalue ratios to define a joint objective parameter consisting of eccentricity (shape) and direction terms to guide the generation of prior fracture-like features in some predefined principal directions for stochastic GI. Preliminary unconditional, synthetic experiments reveal the potential of the algorithm to simulate prior fracture-like features. We illustrate the strategy with a 2D, cross-borehole electrical resistivity tomography (ERT) in a fractured aquifer at the UB Environmental Geophysics Imaging Site, with tomograms validated with gamma and caliper logs obtained from the two ERT wells.

The development of magnetic field line wander in gyrokinetic plasma turbulence: dependence on amplitude of turbulence

NASA Astrophysics Data System (ADS)

Bourouaine, Sofiane; Howes, Gregory G.

2017-06-01

The dynamics of a turbulent plasma not only manifests the transport of energy from large to small scales, but also can lead to a tangling of the magnetic field that threads through the plasma. The resulting magnetic field line wander can have a large impact on a number of other important processes, such as the propagation of energetic particles through the turbulent plasma. Here we explore the saturation of the turbulent cascade, the development of stochasticity due to turbulent tangling of the magnetic field lines and the separation of field lines through the turbulent dynamics using nonlinear gyrokinetic simulations of weakly collisional plasma turbulence, relevant to many turbulent space and astrophysical plasma environments. We determine the characteristic time 2$ for the saturation of the turbulent perpendicular magnetic energy spectrum. We find that the turbulent magnetic field becomes completely stochastic at time 2$ for strong turbulence, and at 2$ for weak turbulence. However, when the nonlinearity parameter of the turbulence, a dimensionless measure of the amplitude of the turbulence, reaches a threshold value (within the regime of weak turbulence) the magnetic field stochasticity does not fully develop, at least within the evolution time interval 22$ . Finally, we quantify the mean square displacement of magnetic field lines in the turbulent magnetic field with a functional form 2\\rangle =A(z/L\\Vert )p$ ( \\Vert $ is the correlation length parallel to the magnetic background field \\mathbf{0}$ , is the distance along \\mathbf{0}$ direction), providing functional forms of the amplitude coefficient and power-law exponent as a function of the nonlinearity parameter.

Stochastic field-line wandering in magnetic turbulence with shear. II. Decorrelation trajectory method

NASA Astrophysics Data System (ADS)

Negrea, M.; Petrisor, I.; Shalchi, A.

2017-11-01

We study the diffusion of magnetic field lines in turbulence with magnetic shear. In the first part of the series, we developed a quasi-linear theory for this type of scenario. In this article, we employ the so-called DeCorrelation Trajectory method in order to compute the diffusion coefficients of stochastic magnetic field lines. The magnetic field configuration used here contains fluctuating terms which are described by the dimensionless functions bi(X, Y, Z), i = (x, y) and they are assumed to be Gaussian processes and are perpendicular with respect to the main magnetic field B0. Furthermore, there is also a z-component of the magnetic field depending on radial coordinate x (representing the gradient of the magnetic field) and a poloidal average component. We calculate the diffusion coefficients for magnetic field lines for different values of the magnetic Kubo number K, the dimensionless inhomogeneous magnetic parallel and perpendicular Kubo numbers KB∥, KB⊥ , as well as Ka v=bya vKB∥/KB⊥ .

Stochastic nature of Landsat MSS data

NASA Technical Reports Server (NTRS)

Labovitz, M. L.; Masuoka, E. J.

1987-01-01

A multiple series generalization of the ARIMA models is used to model Landsat MSS scan lines as sequences of vectors, each vector having four elements (bands). The purpose of this work is to investigate if Landsat scan lines can be described by a general multiple series linear stochastic model and if the coefficients of such a model vary as a function of satellite system and target attributes. To accomplish this objective, an exploratory experimental design was set up incorporating six factors, four representing target attributes - location, cloud cover, row (within location), and column (within location) - and two factors representing system attributes - satellite number and detector bank. Each factor was included in the design at two levels and, with two replicates per treatment, 128 scan lines were analyzed. The results of the analysis suggests that a multiple AR(4) model is an adequate representation across all scan lines. Furthermore, the coefficients of the AR(4) model vary with location, particularly changes in physiography (slope regimes), and with percent cloud cover, but are insensitive to changes in system attributes.

Study of the interplay between magnetic shear and resonances using Hamiltonian models for the magnetic field lines

NASA Astrophysics Data System (ADS)

Firpo, M.-C.; Constantinescu, D.

2011-03-01

The issue of magnetic confinement in magnetic fusion devices is addressed within a purely magnetic approach. Using some Hamiltonian models for the magnetic field lines, the dual impact of low magnetic shear is shown in a unified way. Away from resonances, it induces a drastic enhancement of magnetic confinement that favors robust internal transport barriers (ITBs) and stochastic transport reduction. When low shear occurs for values of the winding of the magnetic field lines close to low-order rationals, the amplitude thresholds of the resonant modes that break internal transport barriers by allowing a radial stochastic transport of the magnetic field lines may be quite low. The approach can be applied to assess the robustness versus magnetic perturbations of general (almost) integrable magnetic steady states, including nonaxisymmetric ones such as the important single-helicity steady states. This analysis puts a constraint on the tolerable mode amplitudes compatible with ITBs and may be proposed as a possible explanation of diverse experimental and numerical signatures of their collapses.

Stochastic methods for analysis of power flow in electric networks

NASA Astrophysics Data System (ADS)

1982-09-01

The modeling and effects of probabilistic behavior on steady state power system operation were analyzed. A solution to the steady state network flow equations which adhere both to Kirchoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques was obtained. The development of sound techniques for producing meaningful data to serve as input is examined. Electric demand modeling, equipment failure analysis, and algorithm development are investigated. Two major development areas are described: a decomposition of stochastic processes which gives stationarity, ergodicity, and even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.

Full particle orbit effects in regular and stochastic magnetic fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ogawa, Shun; Cambon, Benjamin P.; Leoncini, Xavier

Here we present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, themore » particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. Finally, we show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the particles.« less

Full particle orbit effects in regular and stochastic magnetic fields

DOE PAGES

Ogawa, Shun; Cambon, Benjamin P.; Leoncini, Xavier; ...

2016-07-18

Here we present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, themore » particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. Finally, we show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the particles.« less

Full particle orbit effects in regular and stochastic magnetic fields

NASA Astrophysics Data System (ADS)

Ogawa, Shun; Cambon, Benjamin; Leoncini, Xavier; Vittot, Michel; del Castillo-Negrete, Diego; Dif-Pradalier, Guilhem; Garbet, Xavier

2016-07-01

We present a numerical study of charged particle motion in a time-independent magnetic field in cylindrical geometry. The magnetic field model consists of an unperturbed reversed-shear (non-monotonic q-profile) helical part and a perturbation consisting of a superposition of modes. Contrary to most of the previous studies, the particle trajectories are computed by directly solving the full Lorentz force equations of motion in a six-dimensional phase space using a sixth-order, implicit, symplectic Gauss-Legendre method. The level of stochasticity in the particle orbits is diagnosed using averaged, effective Poincare sections. It is shown that when only one mode is present, the particle orbits can be stochastic even though the magnetic field line orbits are not stochastic (i.e., fully integrable). The lack of integrability of the particle orbits in this case is related to separatrix crossing and the breakdown of the global conservation of the magnetic moment. Some perturbation consisting of two modes creates resonance overlapping, leading to Hamiltonian chaos in magnetic field lines. Then, the particle orbits exhibit a nontrivial dynamics depending on their energy and pitch angle. It is shown that the regions where the particle motion is stochastic decrease as the energy increases. The non-monotonicity of the q-profile implies the existence of magnetic ITBs (internal transport barriers) which correspond to shearless flux surfaces located in the vicinity of the q-profile minimum. It is shown that depending on the energy, these magnetic ITBs might or might not confine particles. That is, magnetic ITBs act as an energy-dependent particle confinement filter. Magnetic field lines in reversed-shear configurations exhibit topological bifurcations (from homoclinic to heteroclinic) due to separatrix reconnection. We show that a similar but more complex scenario appears in the case of particle orbits that depend in a non-trivial way on the energy and pitch angle of the particles.

Cash transportation vehicle routing and scheduling under stochastic travel times

NASA Astrophysics Data System (ADS)

Yan, Shangyao; Wang, Sin-Siang; Chang, Yu-Hsuan

2014-03-01

Stochastic disturbances occurring in real-world operations could have a significant influence on the planned routing and scheduling results of cash transportation vehicles. In this study, a time-space network flow technique is utilized to construct a cash transportation vehicle routing and scheduling model incorporating stochastic travel times. In addition, to help security carriers to formulate more flexible routes and schedules, a concept of the similarity of time and space for vehicle routing and scheduling is incorporated into the model. The test results show that the model could be useful for security carriers in actual practice.

Stochastic flux freezing and magnetic dynamo.

PubMed

Eyink, Gregory L

2011-05-01

Magnetic flux conservation in turbulent plasmas at high magnetic Reynolds numbers is argued neither to hold in the conventional sense nor to be entirely broken, but instead to be valid in a statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle trajectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. Empirical evidence is presented for spontaneous stochasticity, including numerical results. A Lagrangian path-integral approach is then exploited to establish stochastic flux freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux conservation must remain stochastic at infinite magnetic Reynolds number. An important application of these results is the kinematic, fluctuation dynamo in nonhelical, incompressible turbulence at magnetic Prandtl number (Pr(m)) equal to unity. Numerical results on the Lagrangian dynamo mechanisms by a stochastic particle method demonstrate a strong similarity between the Pr(m)=1 and 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. Finally, some consequences for nonlinear magnetohydrodynamic turbulence, dynamo, and reconnection are briefly considered. © 2011 American Physical Society

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

Plasma Equilibria With Stochastic Magnetic Fields

NASA Astrophysics Data System (ADS)

Krommes, J. A.; Reiman, A. H.

2009-05-01

Plasma equilibria that include regions of stochastic magnetic fields are of interest in a variety of applications, including tokamaks with ergodic limiters and high-pressure stellarators. Such equilibria are examined theoretically, and a numerical algorithm for their construction is described.^2,3 % The balance between stochastic diffusion of magnetic lines and small effects^2 omitted from the simplest MHD description can support pressure and current profiles that need not be flattened in stochastic regions. The diffusion can be described analytically by renormalizing stochastic Langevin equations for pressure and parallel current j, with particular attention being paid to the satisfaction of the periodicity constraints in toroidal configurations with sheared magnetic fields. The equilibrium field configuration can then be constructed by coupling the prediction for j to Amp'ere's law, which is solved numerically. A. Reiman et al., Pressure-induced breaking of equilibrium flux surfaces in the W7AS stellarator, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes and A. H. Reiman, Plasma equilibrium in a magnetic field with stochastic regions, submitted to Phys. Plasmas. J. A. Krommes, Fundamental statistical theories of plasma turbulence in magnetic fields, Phys. Reports 360, 1--351.

Diffusive processes in a stochastic magnetic field

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, H.; Vlad, M.; Vanden Eijnden, E.

1995-05-01

The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing,more » in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle`s trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works.« less

Separating the optical contributions to line-edge roughness in EUV lithography using stochastic simulations

NASA Astrophysics Data System (ADS)

Chunder, Anindarupa; Latypov, Azat; Chen, Yulu; Biafore, John J.; Levinson, Harry J.; Bailey, Todd

2017-03-01

Minimization and control of line-edge roughness (LER) and contact-edge roughness (CER) is one of the current challenges limiting EUV line-space and contact hole printability. One significant contributor to feature roughness and CD variability in EUV is photon shot noise (PSN); others are the physical and chemical processes in photoresists, known as resist stochastic effect. Different approaches are available to mitigate each of these contributions. In order to facilitate this mitigation, it is important to assess the magnitude of each of these contributions separately from others. In this paper, we present and test a computational approach based on the concept of an `ideal resist'. An ideal resist is assumed to be devoid of all resist stochastic effects. Hence, such an ideal resist can only be simulated as an `ideal resist model' (IRM) through explicit utilization of the Poisson statistics of PSN2 or direct Monte Carlo simulation of photon absorption in resist. LER estimated using IRM, thus quantifies the exclusive contribution of PSN to LER. The result of the simulation study done using IRM indicates higher magnitude of contribution (60%) from PSN to LER with respect to total or final LER for a sufficiently optimized high dose `state of the art' EUV chemically amplified resist (CAR) model.

Stochastic sampling of quadrature grids for the evaluation of vibrational expectation values

NASA Astrophysics Data System (ADS)

López Ríos, Pablo; Monserrat, Bartomeu; Needs, Richard J.

2018-02-01

The thermal lines method for the evaluation of vibrational expectation values of electronic observables [B. Monserrat, Phys. Rev. B 93, 014302 (2016), 10.1103/PhysRevB.93.014302] was recently proposed as a physically motivated approximation offering balance between the accuracy of direct Monte Carlo integration and the low computational cost of using local quadratic approximations. In this paper we reformulate thermal lines as a stochastic implementation of quadrature-grid integration, analyze the analytical form of its bias, and extend the method to multiple-point quadrature grids applicable to any factorizable harmonic or anharmonic nuclear wave function. The bias incurred by thermal lines is found to depend on the local form of the expectation value, and we demonstrate that the use of finer quadrature grids along selected modes can eliminate this bias, while still offering an ˜30 % lower computational cost than direct Monte Carlo integration in our tests.

Divergence instability of pipes conveying fluid with uncertain flow velocity

NASA Astrophysics Data System (ADS)

Rahmati, Mehdi; Mirdamadi, Hamid Reza; Goli, Sareh

2018-02-01

This article deals with investigation of probabilistic stability of pipes conveying fluid with stochastic flow velocity in time domain. As a matter of fact, this study has focused on the randomness effects of flow velocity on stability of pipes conveying fluid while most of research efforts have only focused on the influences of deterministic parameters on the system stability. The Euler-Bernoulli beam and plug flow theory are employed to model pipe structure and internal flow, respectively. In addition, flow velocity is considered as a stationary random process with Gaussian distribution. Afterwards, the stochastic averaging method and Routh's stability criterion are used so as to investigate the stability conditions of system. Consequently, the effects of boundary conditions, viscoelastic damping, mass ratio, and elastic foundation on the stability regions are discussed. Results delineate that the critical mean flow velocity decreases by increasing power spectral density (PSD) of the random velocity. Moreover, by increasing PSD from zero, the type effects of boundary condition and presence of elastic foundation are diminished, while the influences of viscoelastic damping and mass ratio could increase. Finally, to have a more applicable study, regression analysis is utilized to develop design equations and facilitate further analyses for design purposes.

Radiative transfer in scattering stochastic atmospheres

NASA Astrophysics Data System (ADS)

Silant'ev, N. A.; Alekseeva, G. A.; Novikov, V. V.

2017-12-01

Many stars, active galactic nuclei, accretion discs etc. are affected by the stochastic variations of temperature, turbulent gas motions, magnetic fields, number densities of atoms and dust grains. These stochastic variations influence on the extinction factors, Doppler widths of lines and so on. The presence of many reasons for fluctuations gives rise to Gaussian distribution of fluctuations. The usual models leave out of account the fluctuations. In many cases the consideration of fluctuations improves the coincidence of theoretical values with the observed data. The objective of this paper is the investigation of the influence of the number density fluctuations on the form of radiative transfer equations. We consider non-magnetized atmosphere in continuum.

Heterogeneity in hydraulic conductivity and its role on the macroscale transport of a solute plume: From measurements to a practical application of stochastic flow and transport theory

NASA Astrophysics Data System (ADS)

Sudicky, E. A.; Illman, W. A.; Goltz, I. K.; Adams, J. J.; McLaren, R. G.

2010-01-01

The spatial variability of hydraulic conductivity in a shallow unconfined aquifer located at North Bay, Ontario, composed of glacial-lacustrine and glacial-fluvial sands, is examined in exceptional detail and characterized geostatistically. A total of 1878 permeameter measurements were performed at 0.05 m vertical intervals along cores taken from 20 boreholes along two intersecting transect lines. Simultaneous three-dimensional (3-D) fitting of Ln(K) variogram data to an exponential model yielded geostatistical parameters for the estimation of bulk hydraulic conductivity and solute dispersion parameters. The analysis revealed a Ln(K) variance equal to about 2.0 and 3-D anisotropy of the correlation structure of the heterogeneity (λ1, λ2, and λ3 equal to 17.19, 7.39, and 1.0 m, respectively). Effective values of the hydraulic conductivity tensor and the value of the longitudinal macrodispersivity were calculated using the theoretical expressions of Gelhar and Axness (1983). The magnitude of the longitudinal macrodispersivity is reasonably consistent with the observed degree of longitudinal dispersion of the landfill plume along the principal path of migration. Variably saturated 3-D flow modeling using the statistically derived effective hydraulic conductivity tensor allowed a reasonably close prediction of the measured water table and the observed heads at various depths in an array of piezometers. Concomitant transport modeling using the calculated longitudinal macrodispersivity reasonably predicted the extent and migration rates of the observed contaminant plume that was monitored using a network of multilevel samplers over a period of about 5 years. It was further demonstrated that the length of the plume is relatively insensitive to the value of the longitudinal macrodispersivity under the conditions of a steady flow in 3-D and constant source strength. This study demonstrates that the use of statistically derived parameters based on stochastic theories results in reliable large-scale 3-D flow and transport models for complex hydrogeological systems. This is in agreement with the conclusions reached by Sudicky (1986) at the site of an elaborate tracer test conducted in the aquifer at the Canadian Forces Base Borden.

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

Koslover, Elena F.; Chan, Caleb K.; Theriot, Julie A.

2016-01-01

We describe a technique for deconvolving the stochastic motion of particles from large-scale fluid flow in a dynamic environment such as that found in living cells. The method leverages the separation of timescales to subtract out the persistent component of motion from single-particle trajectories. The mean-squared displacement of the resulting trajectories is rescaled so as to enable robust extraction of the diffusion coefficient and subdiffusive scaling exponent of the stochastic motion. We demonstrate the applicability of the method for characterizing both diffusive and fractional Brownian motion overlaid by flow and analytically calculate the accuracy of the method in different parameter regimes. This technique is employed to analyze the motion of lysosomes in motile neutrophil-like cells, showing that the cytoplasm of these cells behaves as a viscous fluid at the timescales examined. PMID:26840734

Detecting Abnormal Vehicular Dynamics at Intersections Based on an Unsupervised Learning Approach and a Stochastic Model

PubMed Central

Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa

2010-01-01

This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems. PMID:22163616

Detecting abnormal vehicular dynamics at intersections based on an unsupervised learning approach and a stochastic model.

PubMed

Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa

2010-01-01

This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgür D.

2015-12-01

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced following the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto-type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear, which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed.

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, School of Mathematical Science, MOELSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Shu, Ruiwen, E-mail: rshu2@math.wisc.edu

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operatormore » that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.« less

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

Coupled Effects of non-Newtonian Rheology and Aperture Variability on Flow in a Single Fracture

NASA Astrophysics Data System (ADS)

Di Federico, V.; Felisa, G.; Lauriola, I.; Longo, S.

2017-12-01

Modeling of non-Newtonian flow in fractured media is essential in hydraulic fracturing and drilling operations, EOR, environmental remediation, and to understand magma intrusions. An important step in the modeling effort is a detailed understanding of flow in a single fracture, as the fracture aperture is spatially variable. A large bibliography exists on Newtonian and non-Newtonian flow in variable aperture fractures. Ultimately, stochastic or deterministic modeling leads to the flowrate under a given pressure gradient as a function of the parameters describing the aperture variability and the fluid rheology. Typically, analytical or numerical studies are performed adopting a power-law (Oswald-de Waele) model. Yet the power-law model, routinely used e.g. for hydro-fracturing modeling, does not characterize real fluids at low and high shear rates. A more appropriate rheological model is provided by e.g. the four-parameter Carreau constitutive equation, which is in turn approximated by the more tractable truncated power-law model. Moreover, fluids of interest may exhibit yield stress, which requires the Bingham or Herschel-Bulkely model. This study employs different rheological models in the context of flow in variable aperture fractures, with the aim of understanding the coupled effect of rheology and aperture spatial variability with a simplified model. The aperture variation, modeled within a stochastic or deterministic framework, is taken to be one-dimensional and i) perpendicular; ii) parallel to the flow direction; for stochastic modeling, the influence of different distribution functions is examined. Results for the different rheological models are compared with those obtained for the pure power-law. The adoption of the latter model leads to overestimation of the flowrate, more so for large aperture variability. The presence of yield stress also induces significant changes in the resulting flowrate for assigned external pressure gradient.

The role of stochastic storms on hillslope runoff generation and connectivity in a dryland basin

NASA Astrophysics Data System (ADS)

Michaelides, K.; Singer, M. B.; Mudd, S. M.

2016-12-01

Despite low annual rainfall, dryland basins can generate significant surface runoff during certain rainstorms, which can cause flash flooding and high rates of erosion. However, it remains challenging to anticipate the nature and frequency of runoff generation in hydrological systems which are driven by spatially and temporally stochastic rainstorms. In particular, the stochasticity of rainfall presents challenges to simulating the hydrological response of dryland basins and understanding flow connectivity from hillslopes to the channel. Here we simulate hillslope runoff generation using rainfall characteristics produced by a simple stochastic rainfall generator, which is based on a rich rainfall dataset from the Walnut Gulch Experimental Watershed (WGEW) in Arizona, USA. We assess hillslope runoff generation using the hydrological model, COUP2D, driven by a subset of characteristic output from multiple ensembles of decadal monsoonal rainfall from the stochastic rainfall generator. The rainfall generator operates across WGEW by simulating storms with areas smaller than the basin and enables explicit characterization of rainfall characteristics at any location. We combine the characteristics of rainfall intensity and duration with data on rainstorm area and location to model the surface runoff properties (depth, velocity, duration, distance downslope) on a range of hillslopes within the basin derived from LiDAR analysis. We also analyze connectivity of flow from hillslopes to the channel for various combinations of hillslopes and storms. This approach provides a framework for understanding spatial and temporal dynamics of runoff generation and connectivity that is faithful to the hydrological characteristics of dryland environments.

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Simple Map with Low MN Perturbation for a Single-Null Divertor Tokamak with Constant Width of Stochastic Layer

NASA Astrophysics Data System (ADS)

Verma, Arun; Smith, Terry; Punjabi, Alkesh; Boozer, Allen

1996-11-01

In this work, we investigate the effects of low MN perturbations in a single-null divertor tokamak with stochastic scrape-off layer. The unperturbed magnetic topology of a single-null divertor tokamak is represented by Simple Map (Punjabi A, Verma A and Boozer A, Phys Rev Lett), 69, 3322 (1992) and J Plasma Phys, 52, 91 (1994). We choose the combinations of the map parameter k, and the strength of the low MN perturbation such that the width of stochastic layer remains unchanged. We give detailed results on the effects of low MN perturbation on the magnetic topology of the stochastic layer and on the footprint of field lines on the divertor plate given the constraint of constant width of the stochastic layer. The low MN perturbations occur naturally and therefore their effects are of considerable importance in tokamak divertor physics. This work is supported by US DOE OFES. Use of CRAY at HU and at NERSC is gratefully acknowledged.

Estimated monthly streamflows for selected locations on the Kabul and Logar Rivers, Aynak copper, cobalt, and chromium area of interest, Afghanistan, 1951-2010

USGS Publications Warehouse

Vining, Kevin C.; Vecchia, Aldo V.

2014-01-01

The U.S. Geological Survey, in cooperation with the U.S. Department of Defense Task Force for Business and Stability Operations, used the stochastic monthly water-balance model and existing climate data to estimate monthly streamflows for 1951–2010 for selected streamgaging stations located within the Aynak copper, cobalt, and chromium area of interest in Afghanistan. The model used physically based, nondeterministic methods to estimate the monthly volumetric water-balance components of a watershed. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Kabul River at Maidan and Kabul River at Tangi-Saidan indicated that the stochastic water-balance model was able to provide satisfactory estimates of monthly streamflows for high-flow months and low-flow months even though withdrawals for irrigation likely occurred. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Logar River at Shekhabad and Logar River at Sangi-Naweshta also indicated that the stochastic water-balance model was able to provide reasonable estimates of monthly streamflows for the high-flow months; however, for the upstream streamgaging station, the model overestimated monthly streamflows during periods when summer irrigation withdrawals likely occurred. Results from the stochastic water-balance model indicate that the model should be able to produce satisfactory estimates of monthly streamflows for locations along the Kabul and Logar Rivers. This information could be used by Afghanistan authorities to make decisions about surface-water resources for the Aynak copper, cobalt, and chromium area of interest.

Numerical simulation of a turbulent flame stabilized behind a rearward-facing step

NASA Technical Reports Server (NTRS)

Hsiao, C. C.; Oppenheim, A. K.; Chorin, A. J.; Ghoniem, A. F.

1985-01-01

Flow of combustible mixtures in a plane channel past a smooth contraction followed by an abrupt expansion, in a typical dump combustor configuration, is modeled by a two-dimensional numerical technique based on the random vortex method. Both the inert and the reacting case are considered. In the latter, the flame is treated as an interface, self-advancing at a prescribed normal burning speed, while the dynamic effects of expansion due to the exothermicity of combustion are expressed by volumetric source lines delineated by its front. Solutions are shown to be in satisfactory agreement with experimental results, especially with respect to global properties such as the average velocity profiles and the reattachment length. The stochastic turbulent velocity components manifest interesting differences, especially near the walls where three-dimensional effects of turbulence are expected to be of importance.

Stochastic Cell Fate Progression in Embryonic Stem Cells

NASA Astrophysics Data System (ADS)

Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad

2013-03-01

Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund

Deterministic and stochastic algorithms for resolving the flow fields in ducts and networks using energy minimization

NASA Astrophysics Data System (ADS)

Sochi, Taha

2016-09-01

Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.

Extreme-Scale Stochastic Particle Tracing for Uncertain Unsteady Flow Analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guo, Hanqi; He, Wenbin; Seo, Sangmin

2016-11-13

We present an efficient and scalable solution to estimate uncertain transport behaviors using stochastic flow maps (SFM,) for visualizing and analyzing uncertain unsteady flows. SFM computation is extremely expensive because it requires many Monte Carlo runs to trace densely seeded particles in the flow. We alleviate the computational cost by decoupling the time dependencies in SFMs so that we can process adjacent time steps independently and then compose them together for longer time periods. Adaptive refinement is also used to reduce the number of runs for each location. We then parallelize over tasks—packets of particles in our design—to achieve highmore » efficiency in MPI/thread hybrid programming. Such a task model also enables CPU/GPU coprocessing. We show the scalability on two supercomputers, Mira (up to 1M Blue Gene/Q cores) and Titan (up to 128K Opteron cores and 8K GPUs), that can trace billions of particles in seconds.« less

Simulating immiscible multi-phase flow and wetting with 3D stochastic rotation dynamics (SRD)

NASA Astrophysics Data System (ADS)

Hiller, Thomas; Sanchez de La Lama, Marta; Herminghaus, Stephan; Brinkmann, Martin

2013-11-01

We use a variant of the mesoscopic particle method stochastic rotation dynamics (SRD) to simulate immiscible multi-phase flow on the pore and sub-pore scale in three dimensions. As an extension to the multi-color SRD method, first proposed by Inoue et al., we present an implementation that accounts for complex wettability on heterogeneous surfaces. In order to demonstrate the versatility of this algorithm, we consider immiscible two-phase flow through a model porous medium (disordered packing of spherical beads) where the substrate exhibits different spatial wetting patterns. We show that these patterns have a significant effect on the interface dynamics. Furthermore, the implementation of angular momentum conservation into the SRD algorithm allows us to extent the applicability of SRD also to micro-fluidic systems. It is now possible to study e.g. the internal flow behaviour of a droplet depending on the driving velocity of the surrounding bulk fluid or the splitting of droplets by an obstacle.

Fluid Physics Under a Stochastic Acceleration Field

NASA Technical Reports Server (NTRS)

Vinals, Jorge

2001-01-01

The research summarized in this report has involved a combined theoretical and computational study of fluid flow that results from the random acceleration environment present onboard space orbiters, also known as g-jitter. We have focused on a statistical description of the observed g-jitter, on the flows that such an acceleration field can induce in a number of experimental configurations of interest, and on extending previously developed methodology to boundary layer flows. Narrow band noise has been shown to describe many of the features of acceleration data collected during space missions. The scale of baroclinically induced flows when the driving acceleration is random is not given by the Rayleigh number. Spatially uniform g-jitter induces additional hydrodynamic forces among suspended particles in incompressible fluids. Stochastic modulation of the control parameter shifts the location of the onset of an oscillatory instability. Random vibration of solid boundaries leads to separation of boundary layers. Steady streaming ahead of a modulated solid-melt interface enhances solute transport, and modifies the stability boundaries of a planar front.

Multiscale Data Assimilation

DTIC Science & Technology

2014-09-30

good test 3 case to study the multiscale data assimilation capabilities of our GMM-DO filter. We also performed stochastic simulations with our DO...Morakot and internal tides. The ignorance score and Kullback - Leibler divergence were employed to measure the skill of the multiscale pdf forecasts...read off from the posterior of the augmented state vector. We implemented this new smoother and tested it using a 2D-in-space stochastic flow exiting

Motion estimation under location uncertainty for turbulent fluid flows

NASA Astrophysics Data System (ADS)

Cai, Shengze; Mémin, Etienne; Dérian, Pierre; Xu, Chao

2018-01-01

In this paper, we propose a novel optical flow formulation for estimating two-dimensional velocity fields from an image sequence depicting the evolution of a passive scalar transported by a fluid flow. This motion estimator relies on a stochastic representation of the flow allowing to incorporate naturally a notion of uncertainty in the flow measurement. In this context, the Eulerian fluid flow velocity field is decomposed into two components: a large-scale motion field and a small-scale uncertainty component. We define the small-scale component as a random field. Subsequently, the data term of the optical flow formulation is based on a stochastic transport equation, derived from the formalism under location uncertainty proposed in Mémin (Geophys Astrophys Fluid Dyn 108(2):119-146, 2014) and Resseguier et al. (Geophys Astrophys Fluid Dyn 111(3):149-176, 2017a). In addition, a specific regularization term built from the assumption of constant kinetic energy involves the very same diffusion tensor as the one appearing in the data transport term. Opposite to the classical motion estimators, this enables us to devise an optical flow method dedicated to fluid flows in which the regularization parameter has now a clear physical interpretation and can be easily estimated. Experimental evaluations are presented on both synthetic and real world image sequences. Results and comparisons indicate very good performance of the proposed formulation for turbulent flow motion estimation.

Design flow duration curves for environmental flows estimation in Damodar River Basin, India

NASA Astrophysics Data System (ADS)

Verma, Ravindra Kumar; Murthy, Shankar; Verma, Sangeeta; Mishra, Surendra Kumar

2017-06-01

In this study, environmental flows (EFs) are estimated for six watersheds of Damodar River Basin (DRB) using flow duration curve (FDC) derived using two approaches: (a) period of record and (b) stochastic approaches for daily, 7-, 30-, 60-day moving averages, and 7-daily mean annual flows observed at Tenughat dam, Konar dam, Maithon dam, Panchet dam, Damodar bridge, Burnpur during 1981-2010 and at Phusro during 1988-2010. For stochastic FDCs, 7-day FDCs for 10, 20-, 50- and 100-year return periods were derived for extraction of discharge values at every 5% probability of exceedance. FDCs derived using the first approach show high probability of exceedance (5-75%) for the same discharge values. Furthermore, discharge values of 60-day mean are higher than those derived using daily, 7-, and 30-day mean values. The discharge values of 95% probability of exceedance (Q95) derived from 7Q10 (ranges from 2.04 to 5.56 cumec) and 7Q100 (ranges from 3.4 to 31.48 cumec) FDCs using the second approach are found more appropriate as EFs during drought/low flow and normal precipitation years.

A stochastic bioenergetics model based approach to translating large river flow and temperature in to fish population responses: The pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Dey, Rima; Wikle, Christopher K.; Moran, Edward H.; Anderson, Christopher J.; Franz, Kristie J.

2015-01-01

In managing fish populations, especially at-risk species, realistic mathematical models are needed to help predict population response to potential management actions in the context of environmental conditions and changing climate while effectively incorporating the stochastic nature of real world conditions. We provide a key component of such a model for the endangered pallid sturgeon (Scaphirhynchus albus) in the form of an individual-based bioenergetics model influenced not only by temperature but also by flow. This component is based on modification of a known individual-based bioenergetics model through incorporation of: the observed ontogenetic shift in pallid sturgeon diet from marcroinvertebrates to fish; the energetic costs of swimming under flowing-water conditions; and stochasticity. We provide an assessment of how differences in environmental conditions could potentially alter pallid sturgeon growth estimates, using observed temperature and velocity from channelized portions of the Lower Missouri River mainstem. We do this using separate relationships between the proportion of maximum consumption and fork length and swimming cost standard error estimates for fish captured above and below the Kansas River in the Lower Missouri River. Critical to our matching observed growth in the field with predicted growth based on observed environmental conditions was a two-step shift in diet from macroinvertebrates to fish.

Recent progress in the joint velocity-scalar PDF method

NASA Technical Reports Server (NTRS)

Anand, M. S.

1995-01-01

This viewgraph presentation discusses joint velocity-scalar PDF method; turbulent combustion modeling issues for gas turbine combustors; PDF calculations for a recirculating flow; stochastic dissipation model; joint PDF calculations for swirling flows; spray calculations; reduced kinetics/manifold methods; parallel processing; and joint PDF focus areas.

Microtearing turbulence: Magnetic braiding and disruption limit

DOE Office of Scientific and Technical Information (OSTI.GOV)

Firpo, Marie-Christine

2015-12-15

A realistic reduced model involving a large poloidal spectrum of microtearing modes is used to probe the existence of some stochasticity of magnetic field lines. Stochasticity is shown to occur even for the low values of the magnetic perturbation δB/B devoted to magnetic turbulence that have been experimentally measured. Because the diffusion coefficient may strongly depend on the radial (or magnetic-flux) coordinate, being very low near some resonant surfaces, and because its evaluation implicitly makes a normal diffusion hypothesis, one turns to another indicator appropriate to diagnose the confinement: the mean residence time of magnetic field lines. Their computation inmore » the microturbulence frame points to the existence of a disruption limit, namely of a critical order of magnitude of δB/B above which stochasticity is no longer benign yet, leads to a macroscopic loss of confinement in some tens to hundred of electron toroidal excursions. Since the level of magnetic turbulence δB/B has been measured to grow with the plasma electron density, this would also be a density limit.« less

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Müller, Florian, E-mail: florian.mueller@sam.math.ethz.ch; Jenny, Patrick, E-mail: jenny@ifd.mavt.ethz.ch; Meyer, Daniel W., E-mail: meyerda@ethz.ch

2013-10-01

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared tomore » MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.« less

Short Term Rain Prediction For Sustainability of Tanks in the Tropic Influenced by Shadow Rains

NASA Astrophysics Data System (ADS)

Suresh, S.

2007-07-01

Rainfall and flow prediction, adapting the Venkataraman single time series approach and Wiener multiple time series approach were conducted for Aralikottai tank system, and Kothamangalam tank system, Tamilnadu, India. The results indicated that the raw prediction of daily values is closer to actual values than trend identified predictions. The sister seasonal time series were more amenable for prediction than whole parent time series. Venkataraman single time approach was more suited for rainfall prediction. Wiener approach proved better for daily prediction of flow based on rainfall. The major conclusion is that the sister seasonal time series of rain and flow have their own identities even though they form part of the whole parent time series. Further studies with other tropical small watersheds are necessary to establish this unique characteristic of independent but not exclusive behavior of seasonal stationary stochastic processes as compared to parent non stationary stochastic processes.

The structure of evaporating and combusting sprays: Measurements and predictions

NASA Technical Reports Server (NTRS)

Shuen, J. S.; Solomon, A. S. P.; Faeth, G. M.

1982-01-01

An apparatus was constructed to provide measurements in open sprays with no zones of recirculation, in order to provide well-defined conditions for use in evaluating spray models. Measurements were completed in a gas jet, in order to test experimental methods, and are currently in progress for nonevaporating sprays. A locally homogeneous flow (LHF) model where interphase transport rates are assumed to be infinitely fast; a separated flow (SF) model which allows for finite interphase transport rates but neglects effects of turbulent fluctuations on drop motion; and a stochastic SF model which considers effects of turbulent fluctuations on drop motion were evaluated using existing data on particle-laden jets. The LHF model generally overestimates rates of particle dispersion while the SF model underestimates dispersion rates. The stochastic SF flow yield satisfactory predictions except at high particle mass loadings where effects of turbulence modulation may have caused the model to overestimate turbulence levels.

Stochastic collocation using Kronrod-Patterson-Hermite quadrature with moderate delay for subsurface flow and transport

NASA Astrophysics Data System (ADS)

Liao, Q.; Tchelepi, H.; Zhang, D.

2015-12-01

Uncertainty quantification aims at characterizing the impact of input parameters on the output responses and plays an important role in many areas including subsurface flow and transport. In this study, a sparse grid collocation approach, which uses a nested Kronrod-Patterson-Hermite quadrature rule with moderate delay for Gaussian random parameters, is proposed to quantify the uncertainty of model solutions. The conventional stochastic collocation method serves as a promising non-intrusive approach and has drawn a great deal of interests. The collocation points are usually chosen to be Gauss-Hermite quadrature nodes, which are naturally unnested. The Kronrod-Patterson-Hermite nodes are shown to be more efficient than the Gauss-Hermite nodes due to nestedness. We propose a Kronrod-Patterson-Hermite rule with moderate delay to further improve the performance. Our study demonstrates the effectiveness of the proposed method for uncertainty quantification through subsurface flow and transport examples.

Turbulent boundary layer over roughness transition with variation in spanwise roughness length scale

NASA Astrophysics Data System (ADS)

Westerweel, Jerry; Tomas, Jasper; Eisma, Jerke; Pourquie, Mathieu; Elsinga, Gerrit; Jonker, Harm

2016-11-01

Both large-eddy simulations (LES) and water-tunnel experiments, using simultaneous stereoscopic PIV and LIF were done to investigate pollutant dispersion in a region where the surface changes from rural to urban roughness. This consists of rectangular obstacles where we vary the spanwise aspect ratio of the obstacles. A line source of passive tracer was placed upstream of the roughness transition. The objectives of the study are: (i) to determine the influence of the aspect ratio on the roughness-transition flow, and (ii) to determine the dominant mechanisms of pollutant removal from street canyons in the transition region. It is found that for a spanwise aspect ratio of 2 the drag induced by the roughness is largest of all considered cases, which is caused by a large-scale secondary flow. In the roughness transition the vertical advective pollutant flux is the main ventilation mechanism in the first three streets. Furthermore, by means of linear stochastic estimation the mean flow structure is identied that is responsible for exchange of the fluid between the roughness obstacles and the outer part of the boundary layer. Furthermore, it is found that the vertical length scale of this structure increases with increasing aspect ratio of the obstacles in the roughness region.

Fundamental limitation of a two-dimensional description of magnetic reconnection

NASA Astrophysics Data System (ADS)

Firpo, Marie-Christine

2014-10-01

For magnetic reconnection to be possible, the electrons have at some point to ``get free from magnetic slavery,'' according to von Steiger's formulation. Stochasticity may be considered as one possible ingredient through which this may be realized in the magnetic reconnection process. It will be argued that non-ideal effects may be considered as a ``hidden'' way to introduce stochasticity. Then it will be shown that there exists a generic intrinsic stochasticity of magnetic field lines that does not require the invocation of non-ideal effects but cannot show up in effective two-dimensional models of magnetic reconnection. Possible implications will be discussed in the frame of tokamak sawteeth that form a laboratory prototype of magnetic reconnection.

Optimal Operation of Energy Storage in Power Transmission and Distribution

NASA Astrophysics Data System (ADS)

Akhavan Hejazi, Seyed Hossein

In this thesis, we investigate optimal operation of energy storage units in power transmission and distribution grids. At transmission level, we investigate the problem where an investor-owned independently-operated energy storage system seeks to offer energy and ancillary services in the day-ahead and real-time markets. We specifically consider the case where a significant portion of the power generated in the grid is from renewable energy resources and there exists significant uncertainty in system operation. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units that takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. At distribution level, we develop a comprehensive data set to model various stochastic factors on power distribution networks, with focus on networks that have high penetration of electric vehicle charging load and distributed renewable generation. Furthermore, we develop a data-driven stochastic model for energy storage operation at distribution level, where the distribution of nodal voltage and line power flow are modelled as stochastic functions of the energy storage unit's charge and discharge schedules. In particular, we develop new closed-form stochastic models for such key operational parameters in the system. Our approach is analytical and allows formulating tractable optimization problems. Yet, it does not involve any restricting assumption on the distribution of random parameters, hence, it results in accurate modeling of uncertainties. By considering the specific characteristics of random variables, such as their statistical dependencies and often irregularly-shaped probability distributions, we propose a non-parametric chance-constrained optimization approach to operate and plan energy storage units in power distribution girds. In the proposed stochastic optimization, we consider uncertainty from various elements, such as solar photovoltaic , electric vehicle chargers, and residential baseloads, in the form of discrete probability functions. In the last part of this thesis we address some other resources and concepts for enhancing the operation of power distribution and transmission systems. In particular, we proposed a new framework to determine the best sites, sizes, and optimal payment incentives under special contracts for committed-type DG projects to offset distribution network investment costs. In this framework, the aim is to allocate DGs such that the profit gained by the distribution company is maximized while each DG unit's individual profit is also taken into account to assure that private DG investment remains economical.

Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks

NASA Astrophysics Data System (ADS)

Smith, Eric; Krishnamurthy, Supriya

2017-12-01

Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical meaning of deficiency not only for first-moment conditions but for all orders in fluctuations.

A simplified model to evaluate the effect of fluid rheology on non-Newtonian flow in variable aperture fractures

NASA Astrophysics Data System (ADS)

Felisa, Giada; Ciriello, Valentina; Longo, Sandro; Di Federico, Vittorio

2017-04-01

Modeling of non-Newtonian flow in fractured media is essential in hydraulic fracturing operations, largely used for optimal exploitation of oil, gas and thermal reservoirs. Complex fluids interact with pre-existing rock fractures also during drilling operations, enhanced oil recovery, environmental remediation, and other natural phenomena such as magma and sand intrusions, and mud volcanoes. A first step in the modeling effort is a detailed understanding of flow in a single fracture, as the fracture aperture is typically spatially variable. A large bibliography exists on Newtonian flow in single, variable aperture fractures. Ultimately, stochastic modeling of aperture variability at the single fracture scale leads to determination of the flowrate under a given pressure gradient as a function of the parameters describing the variability of the aperture field and the fluid rheological behaviour. From the flowrate, a flow, or 'hydraulic', aperture can then be derived. The equivalent flow aperture for non-Newtonian fluids of power-law nature in single, variable aperture fractures has been obtained in the past both for deterministic and stochastic variations. Detailed numerical modeling of power-law fluid flow in a variable aperture fracture demonstrated that pronounced channelization effects are associated to a nonlinear fluid rheology. The availability of an equivalent flow aperture as a function of the parameters describing the fluid rheology and the aperture variability is enticing, as it allows taking their interaction into account when modeling flow in fracture networks at a larger scale. A relevant issue in non-Newtonian fracture flow is the rheological nature of the fluid. The constitutive model routinely used for hydro-fracturing modeling is the simple, two-parameter power-law. Yet this model does not characterize real fluids at low and high shear rates, as it implies, for shear-thinning fluids, an apparent viscosity which becomes unbounded for zero shear rate and tends to zero for infinite shear rate. On the contrary, the four-parameter Carreau constitutive equation includes asymptotic values of the apparent viscosity at those limits; in turn, the Carreau rheological equation is well approximated by the more tractable truncated power-law model. Results for flow of such fluids between parallel walls are already available. This study extends the adoption of the truncated power-law model to variable aperture fractures, with the aim of understanding the joint influence of rheology and aperture spatial variability. The aperture variation, modeled within a stochastic or deterministic framework, is taken to be one-dimensional and perpendicular to the flow direction; for stochastic modeling, the influence of different distribution functions is examined. Results are then compared with those obtained for pure power-law fluids for different combinations of model parameters. It is seen that the adoption of the pure power law model leads to significant overestimation of the flowrate with respect to the truncated model, more so for large external pressure gradient and/or aperture variability.

Pollutant Dispersion in Boundary Layers Exposed to Rural-to-Urban Transitions: Varying the Spanwise Length Scale of the Roughness

NASA Astrophysics Data System (ADS)

Tomas, J. M.; Eisma, H. E.; Pourquie, M. J. B. M.; Elsinga, G. E.; Jonker, H. J. J.; Westerweel, J.

2017-05-01

Both large-eddy simulations (LES) and water-tunnel experiments, using simultaneous stereoscopic particle image velocimetry and laser-induced fluorescence, have been used to investigate pollutant dispersion mechanisms in regions where the surface changes from rural to urban roughness. The urban roughness was characterized by an array of rectangular obstacles in an in-line arrangement. The streamwise length scale of the roughness was kept constant, while the spanwise length scale was varied by varying the obstacle aspect ratio l / h between 1 and 8, where l is the spanwise dimension of the obstacles and h is the height of the obstacles. Additionally, the case of two-dimensional roughness (riblets) was considered in LES. A smooth-wall turbulent boundary layer of depth 10 h was used as the approaching flow, and a line source of passive tracer was placed 2 h upstream of the urban canopy. The experimental and numerical results show good agreement, while minor discrepancies are readily explained. It is found that for l/h=2 the drag induced by the urban canopy is largest of all considered cases, and is caused by a large-scale secondary flow. In addition, due to the roughness transition the vertical advective pollutant flux is the main ventilation mechanism in the first three streets. Furthermore, by means of linear stochastic estimation the mean flow structure is identified that is responsible for street-canyon ventilation for the sixth street and onwards. Moreover, it is shown that the vertical length scale of this structure increases with increasing aspect ratio of the obstacles in the canopy, while the streamwise length scale does not show a similar trend.

Wave-optics modeling of the optical-transport line for passive optical stochastic cooling

NASA Astrophysics Data System (ADS)

Andorf, M. B.; Lebedev, V. A.; Piot, P.; Ruan, J.

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the SYNCHROTRON RADIATION WORKSHOP (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.

Stochastic differential equations and turbulent dispersion

NASA Technical Reports Server (NTRS)

Durbin, P. A.

1983-01-01

Aspects of the theory of continuous stochastic processes that seem to contribute to an understanding of turbulent dispersion are introduced and the theory and philosophy of modelling turbulent transport is emphasized. Examples of eddy diffusion examined include shear dispersion, the surface layer, and channel flow. Modeling dispersion with finite-time scale is considered including the Langevin model for homogeneous turbulence, dispersion in nonhomogeneous turbulence, and the asymptotic behavior of the Langevin model for nonhomogeneous turbulence.

Qualitative modeling of normal blood coagulation and its pathological states using stochastic activity networks.

PubMed

Mounts, W M; Liebman, M N

1997-07-01

We have developed a method for representing biological pathways and simulating their behavior based on the use of stochastic activity networks (SANs). SANs, an extension of the original Petri net, have been used traditionally to model flow systems including data-communications networks and manufacturing processes. We apply the methodology to the blood coagulation cascade, a biological flow system, and present the representation method as well as results of simulation studies based on published experimental data. In addition to describing the dynamic model, we also present the results of its utilization to perform simulations of clinical states including hemophilia's A and B as well as sensitivity analysis of individual factors and their impact on thrombin production.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

Assessment of system reliability for a stochastic-flow distribution network with the spoilage property

NASA Astrophysics Data System (ADS)

Lin, Yi-Kuei; Huang, Cheng-Fu; Yeh, Cheng-Ta

2016-04-01

In supply chain management, satisfying customer demand is the most concerned for the manager. However, the goods may rot or be spoilt during delivery owing to natural disasters, inclement weather, traffic accidents, collisions, and so on, such that the intact goods may not meet market demand. This paper concentrates on a stochastic-flow distribution network (SFDN), in which a node denotes a supplier, a transfer station, or a market, while a route denotes a carrier providing the delivery service for a pair of nodes. The available capacity of the carrier is stochastic because the capacity may be partially reserved by other customers. The addressed problem is to evaluate the system reliability, the probability that the SFDN can satisfy the market demand with the spoilage rate under the budget constraint from multiple suppliers to the customer. An algorithm is developed in terms of minimal paths to evaluate the system reliability along with a numerical example to illustrate the solution procedure. A practical case of fruit distribution is presented accordingly to emphasise the management implication of the system reliability.

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Ion precipitation from the inner plasma sheet due to stochastic diffusion

NASA Technical Reports Server (NTRS)

Zelenyi, L.; Galeev, A.; Kennel, C. F.

1990-01-01

Plasma sheet ions do not conserve their first adiabatic invariant when the magnetic field is appreciably tail-like. They do conserve a different adiabatic invariant but only to linear, rather than exponential, accuracy in the appropriate small parameter. Thus significant stochastic diffusion can occur for particles crossing the separatrix dividing the segments of orbits on which the particles cross and do not cross the tail midplane. Such ions can escape the plasma sheet and precipitate into the atmosphere. Stochastic scattering is strongest from those field lines where the ion's Larmor period in the normal component of the neutral sheet magnetic field approximately equals its bounce period. By comparing the rates of stochastic ion loss and convection in the tail, it is possible to estimate the location and thickness of the inner edge of the ion plasma sheet created by stochastic ion loss. Ions of different masses precipitate into the atmosphere at slightly different locations. Since wave particle interactions are not needed, this precipitation will always occur and should be particularly evident during quiet geomagnetic conditions, when it is less likely to be masked by other precipitation mechanisms.

Stochastic layer scaling in the two-wire model for divertor tokamaks

NASA Astrophysics Data System (ADS)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2009-06-01

The question of magnetic field structure in the vicinity of the separatrix in divertor tokamaks is studied. The authors have investigated this problem earlier in a series of papers, using various mathematical techniques. In the present paper, the two-wire model (TWM) [Reiman, A. 1996 Phys. Plasmas 3, 906] is considered. It is noted that, in the TWM, it is useful to consider an extra equation expressing magnetic flux conservation. This equation does not add any more information to the TWM, since the equation is derived from the TWM. This equation is useful for controlling the step size in the numerical integration of the TWM equations. The TWM with the extra equation is called the flux-preserving TWM. Nevertheless, the technique is apparently still plagued by numerical inaccuracies when the perturbation level is low, resulting in an incorrect scaling of the stochastic layer width. The stochastic broadening of the separatrix in the flux-preserving TWM is compared with that in the low mn (poloidal mode number m and toroidal mode number n) map (LMN) [Ali, H., Punjabi, A., Boozer, A. and Evans, T. 2004 Phys. Plasmas 11, 1908]. The flux-preserving TWM and LMN both give Boozer-Rechester 0.5 power scaling of the stochastic layer width with the amplitude of magnetic perturbation when the perturbation is sufficiently large [Boozer, A. and Rechester, A. 1978, Phys. Fluids 21, 682]. The flux-preserving TWM gives a larger stochastic layer width when the perturbation is low, while the LMN gives correct scaling in the low perturbation region. Area-preserving maps such as the LMN respect the Hamiltonian structure of field line trajectories, and have the added advantage of computational efficiency. Also, for a $1\\frac12$ degree of freedom Hamiltonian system such as field lines, maps do not give Arnold diffusion.

Evaluation of Foreign Investment in Power Plants using Real Options

NASA Astrophysics Data System (ADS)

Kato, Moritoshi; Zhou, Yicheng

This paper proposes new methods for evaluating foreign investment in power plants under market uncertainty using a real options approach. We suppose a thermal power plant project in a deregulated electricity market. One of our proposed methods is that we calculate the cash flow generated by the project in a reference year using actual market data to incorporate periodic characteristics of energy prices into a yearly cash flow model. We make the stochastic yearly cash flow model with the initial value which is the cash flow in the reference year, and certain trend and volatility. Then we calculate the real options value (ROV) of the project which has abandonment options using the yearly cash flow model. Another our proposed method is that we evaluate foreign currency/domestic currency exchange rate risk by representing ROV in foreign currency as yearly pay off and exchanging it to ROV in domestic currency using a stochastic exchange rate model. We analyze the effect of the heat rate and operation and maintenance costs of the power plant on ROV, and evaluate exchange rate risk through numerical examples. Our proposed method will be useful for the risk management of foreign investment in power plants.

Boson Hamiltonians and stochasticity for the vorticity equation

NASA Technical Reports Server (NTRS)

Shen, Hubert H.

1990-01-01

The evolution of the vorticity in time for two-dimensional inviscid flow and in Lagrangian time for three-dimensional viscous flow is written in Hamiltonian form by introducing Bose operators. The addition of the viscous and convective terms, respectively, leads to an interpretation of the Hamiltonian contribution to the evolution as Langevin noise.

Studying Turbulence Using Numerical Simulation Databases. Proceedings of the 1987 Summer Program

NASA Technical Reports Server (NTRS)

Moin, Parviz (Editor); Reynolds, William C. (Editor); Kim, John (Editor)

1987-01-01

The focus was on the use of databases obtained from direct numerical simulations of turbulent flows, for study of turbulence physics and modeling. Topics addressed included: stochastic decomposition/chaos/bifurcation; two-point closure (or k-space) modeling; scalar transport/reacting flows; Reynolds stress modeling; and structure of turbulent boundary layers.

Schlieren visualization of flow-field modification over an airfoil by near-surface gas-density perturbations generated by a nanosecond-pulse-driven plasma actuator

NASA Astrophysics Data System (ADS)

Komuro, Atsushi; Takashima, Keisuke; Konno, Kaiki; Tanaka, Naoki; Nonomura, Taku; Kaneko, Toshiro; Ando, Akira; Asai, Keisuke

2017-06-01

Gas-density perturbations near an airfoil surface generated by a nanosecond dielectric-barrier-discharge plasma actuator (ns-DBDPA) are visualized using a high-speed Schlieren imaging method. Wind-tunnel experiments are conducted for a wind speed of 20 m s-1 with an NACA0015 airfoil whose chord length is 100 mm. The results show that the ns-DBDPA first generates a pressure wave and then stochastic perturbations of the gas density near the leading edge of the airfoil. Two structures with different characteristics are observed in the stochastic perturbations. One structure propagates along the boundary between the shear layer and the main flow at a speed close to that of the main flow. The other propagates more slowly on the surface of the airfoil and causes mixing between the main and shear flows. It is observed that these two heated structures interact with each other, resulting in a recovery in the negative pressure coefficient at the leading edge of the airfoil.

Interscale energy transfer in the merger of wakes of a multiscale array of rectangular cylinders

NASA Astrophysics Data System (ADS)

Baj, Pawel; Buxton, Oliver R. H.

2017-11-01

The near wake of a flow past a multiscale array of bars is studied by means of particle image velocimetry (PIV). The aim of this research is to understand the nature of multiscale flows, where multiple coherent motions of nonuniform sizes and characteristic frequencies (i.e., sheddings of particular bars in our considered case) interact with each other. The velocity fields acquired from the experiments are triple decomposed into their mean, a number of coherent fluctuations, and their stochastic part according to a triple decomposition technique introduced recently by Baj et al., Phys. Fluids 27, 075104 (2015), 10.1063/1.4923744. This nonstandard approach allows us to monitor the interactions between different coherent fluctuations representative of sheddings of the particular bars. Further, additional equations governing the kinetic energy of the recognized velocity components are derived to provide better insight into the dynamics of these interactions. Interestingly, apart from the coherent fluctuations associated with sheddings, some additional, secondary coherent fluctuations are also recognized. These seem to appear as a result of nonlinear triadic interactions between the primary shedding modes when the two shedding structures of different characteristic frequencies are in close proximity to one another. The secondary coherent motions are almost exclusively supplied with energy by the primary coherent motions, whereas the latter are driven by the mean flow. It is also found that the coherent fluctuations play an important role in exciting the stochastic fluctuations, as the energy is not fed to the stochastic fluctuations directly from the mean flow but rather through the coherent modes.

Kinematic dynamo, supersymmetry breaking, and chaos

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Enßlin, Torsten A.

2016-04-01

The kinematic dynamo (KD) describes the growth of magnetic fields generated by the flow of a conducting medium in the limit of vanishing backaction of the fields onto the flow. The KD is therefore an important model system for understanding astrophysical magnetism. Here, the mathematical correspondence between the KD and a specific stochastic differential equation (SDE) viewed from the perspective of the supersymmetric theory of stochastics (STS) is discussed. The STS is a novel, approximation-free framework to investigate SDEs. The correspondence reported here permits insights from the STS to be applied to the theory of KD and vice versa. It was previously known that the fast KD in the idealistic limit of no magnetic diffusion requires chaotic flows. The KD-STS correspondence shows that this is also true for the diffusive KD. From the STS perspective, the KD possesses a topological supersymmetry, and the dynamo effect can be viewed as its spontaneous breakdown. This supersymmetry breaking can be regarded as the stochastic generalization of the concept of dynamical chaos. As this supersymmetry breaking happens in both the diffusive and the nondiffusive cases, the necessity of the underlying SDE being chaotic is given in either case. The observed exponentially growing and oscillating KD modes prove physically that dynamical spectra of the STS evolution operator that break the topological supersymmetry exist with both real and complex ground state eigenvalues. Finally, we comment on the nonexistence of dynamos for scalar quantities.

Analytical determination of the heat transfer coefficient for gas, liquid and liquid metal flows in the tube based on stochastic equations and equivalence of measures for continuum

NASA Astrophysics Data System (ADS)

Dmitrenko, Artur V.

2017-11-01

The stochastic equations of continuum are used for determining the heat transfer coefficients. As a result, the formulas for Nusselt (Nu) number dependent on the turbulence intensity and scale instead of only on the Reynolds (Peclet) number are proposed for the classic flows of a nonisothermal fluid in a round smooth tube. It is shown that the new expressions for the classical heat transfer coefficient Nu, which depend only on the Reynolds number, should be obtained from these new general formulas if to use the well-known experimental data for the initial turbulence. It is found that the limitations of classical empirical and semiempirical formulas for heat transfer coefficients and their deviation from the experimental data depend on different parameters of initial fluctuations in the flow for different experiments in a wide range of Reynolds or Peclet numbers. Based on these new dependences, it is possible to explain that the differences between the experimental results for the fixed Reynolds or Peclet numbers are caused by the difference in values of flow fluctuations for each experiment instead of only due to the systematic error in the experiment processing. Accordingly, the obtained general dependences of Nu for a smooth round tube can serve as the basis for clarifying the experimental results and empirical formulas used for continuum flows in various power devices. Obtained results show that both for isothermal and for nonisothermal flows, the reason for the process of transition from a deterministic state into a turbulent one is determined by the physical law of equivalence of measures between them. Also the theory of stochastic equations and the law of equivalence of measures could determine mechanics which is basis in different phenomena of self-organization and chaos theory.

Modeling and Analysis of Remote, Off-grid Microgrids

NASA Astrophysics Data System (ADS)

Madathil, Sreenath Chalil

Over the past century the electric power industry has evolved to support the delivery of power over long distances with highly interconnected transmission systems. Despite this evolution, some remote communities are not connected to these systems. These communities rely on small, disconnected distribution systems, i.e., microgrids, to deliver power. Power distribution in most of these remote communities often depend on a type of microgrid called "off-grid microgrids". However, as microgrids often are not held to the same reliability standards as transmission grids, remote communities can be at risk to experience extended blackouts. Recent trends have also shown an increased use of renewable energy resources in power systems for remote communities. The increased penetration of renewable resources in power generation will require complex decision making when designing a resilient power system. This is mainly due to the stochastic nature of renewable resources that can lead to loss of load or line overload during their operations. In the first part of this thesis, we develop an optimization model and accompanying solution algorithm for capacity planning and operating microgrids that include N-1 security and other practical modeling features (e.g., AC power flow physics, component efficiencies and thermal limits). We demonstrate the effectiveness of our model and solution approach on two test systems: a modified version of the IEEE 13 node test feeder and a model of a distribution system in a remote Alaskan community. Once a tractable algorithm was identified to solve the above problem, we develop a mathematical model that includes topology design of microgrids. The topology design includes building new lines, making redundant lines, and analyzing N-1 contingencies on generators and lines. We develop a rolling horizon algorithm to efficiently analyze the model and demonstrate the strength of our algorithm in the same network. Finally, we develop a stochastic model that considers generation uncertainties along with N-1 security on generation assets. We develop a chance-constrained model to analyze the efficacy of the problem under consideration and present a case study on an adapted IEEE-13 node network. A successful implementation of this research could help remote communities around the world to enhance their quality of life by providing them with cost-effective, reliable electricity.

Appropriate Domain Size for Groundwater Flow Modeling with a Discrete Fracture Network Model.

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

When a discrete fracture network (DFN) is constructed from statistical conceptualization, uncertainty in simulating the hydraulic characteristics of a fracture network can arise due to the domain size. In this study, the appropriate domain size, where less significant uncertainty in the stochastic DFN model is expected, was suggested for the Korea Atomic Energy Research Institute Underground Research Tunnel (KURT) site. The stochastic DFN model for the site was established, and the appropriate domain size was determined with the density of the percolating cluster and the percolation probability using the stochastically generated DFNs for various domain sizes. The applicability of the appropriate domain size to our study site was evaluated by comparing the statistical properties of stochastically generated fractures of varying domain sizes and estimating the uncertainty in the equivalent permeability of the generated DFNs. Our results show that the uncertainty of the stochastic DFN model is acceptable when the modeling domain is larger than the determined appropriate domain size, and the appropriate domain size concept is applicable to our study site. © 2016, National Ground Water Association.

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

Effects of stochastic field lines on the pressure driven MHD instabilities in the Large Helical Device

NASA Astrophysics Data System (ADS)

Ohdachi, Satoshi; Watanabe, Kiyomasa; Sakakibara, Satoru; Suzuki, Yasuhiro; Tsuchiya, Hayato; Ming, Tingfeng; Du, Xiaodi; LHD Expriment Group Team

2014-10-01

In the Large Helical Device (LHD), the plasma is surrounded by the so-called magnetic stochastic region, where the Kolmogorov length of the magnetic field lines is very short, from several tens of meters and to thousands meters. Finite pressure gradient are formed in this region and MHD instabilities localized in this region is observed since the edge region of the LHD is always unstable against the pressure driven mode. Therefore, the saturation level of the instabilities is the key issue in order to evaluate the risk of this kind of MHD instabilities. The saturation level depends on the pressure gradient and on the magnetic Reynolds number; there results are similar to the MHD mode in the closed magnetic surface region. The saturation level in the stochastic region is affected also by the stocasticity itself. Parameter dependence of the saturation level of the MHD activities in the region is discussed in detail. It is supported by NIFS budget code ULPP021, 028 and is also partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research 26249144, by the JSPS-NRF-NSFC A3 Foresight Program NSFC: No. 11261140328.

Noise-induced bistability in the quasi-neutral coexistence of viral RNAs under different replication modes.

PubMed

Sardanyés, Josep; Arderiu, Andreu; Elena, Santiago F; Alarcón, Tomás

2018-05-01

Evolutionary and dynamical investigations into real viral populations indicate that RNA replication can range between the two extremes represented by so-called 'stamping machine replication' (SMR) and 'geometric replication' (GR). The impact of asymmetries in replication for single-stranded (+) sense RNA viruses has been mainly studied with deterministic models. However, viral replication should be better described by including stochasticity, as the cell infection process is typically initiated with a very small number of RNA macromolecules, and thus largely influenced by intrinsic noise. Under appropriate conditions, deterministic theoretical descriptions of viral RNA replication predict a quasi-neutral coexistence scenario, with a line of fixed points involving different strands' equilibrium ratios depending on the initial conditions. Recent research into the quasi-neutral coexistence in two competing populations reveals that stochastic fluctuations fundamentally alter the mean-field scenario, and one of the two species outcompetes the other. In this article, we study this phenomenon for viral RNA replication modes by means of stochastic simulations and a diffusion approximation. Our results reveal that noise has a strong impact on the amplification of viral RNAs, also causing the emergence of noise-induced bistability. We provide analytical criteria for the dominance of (+) sense strands depending on the initial populations on the line of equilibria, which are in agreement with direct stochastic simulation results. The biological implications of this noise-driven mechanism are discussed within the framework of the evolutionary dynamics of RNA viruses with different modes of replication. © 2018 The Author(s).

Two-strain competition in quasineutral stochastic disease dynamics.

PubMed

Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R

2014-10-01

We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.

Time Series Modeling of Nano-Gold Immunochromatographic Assay via Expectation Maximization Algorithm.

PubMed

Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Cao, Jie; Liu, Xiaohui

2013-12-01

In this paper, the expectation maximization (EM) algorithm is applied to the modeling of the nano-gold immunochromatographic assay (nano-GICA) via available time series of the measured signal intensities of the test and control lines. The model for the nano-GICA is developed as the stochastic dynamic model that consists of a first-order autoregressive stochastic dynamic process and a noisy measurement. By using the EM algorithm, the model parameters, the actual signal intensities of the test and control lines, as well as the noise intensity can be identified simultaneously. Three different time series data sets concerning the target concentrations are employed to demonstrate the effectiveness of the introduced algorithm. Several indices are also proposed to evaluate the inferred models. It is shown that the model fits the data very well.

GTC Turbulence Simulations near H-mode Pedestal with Resonant Magnetic Perturbations

NASA Astrophysics Data System (ADS)

Shi, Lei; Ferraro, Nathaniel; Taimourzadeh, Sam; Fu, Jingyuan; Lin, Zhihong; Nazikian, Raffi

2017-10-01

Full plasma responses to Resonant Magnetic Perturbations (RMPs) as provided by the resistive MHD code M3D-C1 are implemented into Gyrokinetic Toroidal Code (GTC) to study the effect of magnetic islands and stochastic field regions on microturbulence in realistic DIII-D geometry. Electrostatic turbulence simulations with adiabatic electrons show no significant increase of the saturated ion heat conductivity in the presence of RMP-induced islands. However, electron response to zonal flow in the presence of magnetic islands and stochastic fields can drastically increase zonal flow dielectric constant for long wavelength fluctuations. Zonal flow generation can then be reduced and the microturbulence can be enhanced greatly. Furthermore, because the RMP magnetic island size is comparable to the ion banana width, electron and ion responses to these islands may be fundamentally different, which could drive non-ambipolar particles fluxes leading to changes of the radial electric field shear. This work is supported by General Atomics subcontract.

Stochastic simulation of uranium migration at the Hanford 300 Area.

PubMed

Hammond, Glenn E; Lichtner, Peter C; Rockhold, Mark L

2011-03-01

This work focuses on the quantification of groundwater flow and subsequent U(VI) transport uncertainty due to heterogeneity in the sediment permeability at the Hanford 300 Area. U(VI) migration at the site is simulated with multiple realizations of stochastically-generated high resolution permeability fields and comparisons are made of cumulative water and U(VI) flux to the Columbia River. The massively parallel reactive flow and transport code PFLOTRAN is employed utilizing 40,960 processor cores on DOE's petascale Jaguar supercomputer to simultaneously execute 10 transient, variably-saturated groundwater flow and U(VI) transport simulations within 3D heterogeneous permeability fields using the code's multi-realization simulation capability. Simulation results demonstrate that the cumulative U(VI) flux to the Columbia River is less responsive to fine scale heterogeneity in permeability and more sensitive to the distribution of permeability within the river hyporheic zone and mean permeability of larger-scale geologic structures at the site. Copyright © 2010 Elsevier B.V. All rights reserved.

Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

NASA Astrophysics Data System (ADS)

Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

2017-08-01

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

Mass loss from inhomogeneous hot star winds. I. Resonance line formation in 2D models

NASA Astrophysics Data System (ADS)

Sundqvist, J. O.; Puls, J.; Feldmeier, A.

2010-01-01

Context. The mass-loss rate is a key parameter of hot, massive stars. Small-scale inhomogeneities (clumping) in the winds of these stars are conventionally included in spectral analyses by assuming optically thin clumps, a void inter-clump medium, and a smooth velocity field. To reconcile investigations of different diagnostics (in particular, unsaturated UV resonance lines vs. Hα/radio emission) within such models, a highly clumped wind with very low mass-loss rates needs to be invoked, where the resonance lines seem to indicate rates an order of magnitude (or even more) lower than previously accepted values. If found to be realistic, this would challenge the radiative line-driven wind theory and have dramatic consequences for the evolution of massive stars. Aims: We investigate basic properties of the formation of resonance lines in small-scale inhomogeneous hot star winds with non-monotonic velocity fields. Methods: We study inhomogeneous wind structures by means of 2D stochastic and pseudo-2D radiation-hydrodynamic wind models, constructed by assembling 1D snapshots in radially independent slices. A Monte-Carlo radiative transfer code, which treats the resonance line formation in an axially symmetric spherical wind (without resorting to the Sobolev approximation), is presented and used to produce synthetic line spectra. Results: The optically thin clumping limit is only valid for very weak lines. The detailed density structure, the inter-clump medium, and the non-monotonic velocity field are all important for the line formation. We confirm previous findings that radiation-hydrodynamic wind models reproduce observed characteristics of strong lines (e.g., the black troughs) without applying the highly supersonic “microturbulence” needed in smooth models. For intermediate strong lines, the velocity spans of the clumps are of central importance. Current radiation-hydrodynamic models predict spans that are too large to reproduce observed profiles unless a very low mass-loss rate is invoked. By simulating lower spans in 2D stochastic models, the profile strengths become drastically reduced, and are consistent with higher mass-loss rates. To simultaneously meet the constraints from strong lines, the inter-clump medium must be non-void. A first comparison to the observed Phosphorus V doublet in the O6 supergiant λ Cep confirms that line profiles calculated from a stochastic 2D model reproduce observations with a mass-loss rate approximately ten times higher than that derived from the same lines but assuming optically thin clumping. Tentatively this may resolve discrepancies between theoretical predictions, evolutionary constraints, and recent derived mass-loss rates, and suggests a re-investigation of the clump structure predicted by current radiation-hydrodynamic models.

Wave-Optics Modeling of the Optical-Transport Line for Passive Optical Stochastic Cooling

DOE PAGES

Andorf, M. B.; Lebedev, V. A.; Piot, P.; ...

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream “pickup” undulator to the downstream “kicker” undulator. In this paper, we present simulation results using wave-optics calculation carried out with the Synchrotron Radiation Workshop (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrablemore » Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.« less

A theory of the helical ripple-induced stochastic behavior of fast toroidal bananas in torsatrons and heliotrons

NASA Astrophysics Data System (ADS)

Smirnova, M. S.

2001-05-01

A theory of the helical ripple-induced stochastic behavior of fast toroidal bananas in torsatrons and heliotrons [K. Uo, J. Phys. Soc. Jpn. 16, 1380 (1961)] is developed. It is supplemented by an analysis of the structure of the secondary magnetic wells along field lines. Conditions, under which these wells are suppressed in torsatrons-heliotrons by poloidally modulated helical field ripple, are found. It is shown that inside the secondary magnetic well-free region, favorable conditions exist for a transition of fast toroidal bananas to stochastic trajectories. The analytical estimation for the value of an additional radial jump of a banana particle near its turning point, induced by the helical field ripple effect, is derived. It is found to be similar to the corresponding banana radial jump in a tokamak with the toroidal field ripple. Critical values of the helical field ripple dangerous from the viewpoint of a banana transition to stochastic behavior are estimated.

Structure of Monopropellant Spray Flames at Elevated Pressures

DTIC Science & Technology

1990-01-15

process were developed , both ignoring and considering effects of separated flow, and evaluated using the new measurements. Supercritical combustion...McliJUTV CL*.S’a»’ iCAr ’ON 0’ Igj iadf REPORT DOCUMENTATION PAGE i*. Kiwwr Jicjmry CLASSiFiCATtow unclsssified i*. sicumrr cuusiwcAnoN AUTHORITY...separated flow. Deterministic and stochastic separated flow models were developed which yielded predictions that were similar to each other and were

From medium heterogeneity to flow and transport: A time-domain random walk approach

NASA Astrophysics Data System (ADS)

Hakoun, V.; Comolli, A.; Dentz, M.

2017-12-01

The prediction of flow and transport processes in heterogeneous porous media is based on the qualitative and quantitative understanding of the interplay between 1) spatial variability of hydraulic conductivity, 2) groundwater flow and 3) solute transport. Using a stochastic modeling approach, we study this interplay through direct numerical simulations of Darcy flow and advective transport in heterogeneous media. First, we study flow in correlated hydraulic permeability fields and shed light on the relationship between the statistics of log-hydraulic conductivity, a medium attribute, and the flow statistics. Second, we determine relationships between Eulerian and Lagrangian velocity statistics, this means, between flow and transport attributes. We show how Lagrangian statistics and thus transport behaviors such as late particle arrival times are influenced by the medium heterogeneity on one hand and the initial particle velocities on the other. We find that equidistantly sampled Lagrangian velocities can be described by a Markov process that evolves on the characteristic heterogeneity length scale. We employ a stochastic relaxation model for the equidistantly sampled particle velocities, which is parametrized by the velocity correlation length. This description results in a time-domain random walk model for the particle motion, whose spatial transitions are characterized by the velocity correlation length and temporal transitions by the particle velocities. This approach relates the statistical medium and flow properties to large scale transport, and allows for conditioning on the initial particle velocities and thus to the medium properties in the injection region. The approach is tested against direct numerical simulations.

Information entropy to measure the spatial and temporal complexity of solute transport in heterogeneous porous media

NASA Astrophysics Data System (ADS)

Li, Weiyao; Huang, Guanhua; Xiong, Yunwu

2016-04-01

The complexity of the spatial structure of porous media, randomness of groundwater recharge and discharge (rainfall, runoff, etc.) has led to groundwater movement complexity, physical and chemical interaction between groundwater and porous media cause solute transport in the medium more complicated. An appropriate method to describe the complexity of features is essential when study on solute transport and conversion in porous media. Information entropy could measure uncertainty and disorder, therefore we attempted to investigate complexity, explore the contact between the information entropy and complexity of solute transport in heterogeneous porous media using information entropy theory. Based on Markov theory, two-dimensional stochastic field of hydraulic conductivity (K) was generated by transition probability. Flow and solute transport model were established under four conditions (instantaneous point source, continuous point source, instantaneous line source and continuous line source). The spatial and temporal complexity of solute transport process was characterized and evaluated using spatial moment and information entropy. Results indicated that the entropy increased as the increase of complexity of solute transport process. For the point source, the one-dimensional entropy of solute concentration increased at first and then decreased along X and Y directions. As time increased, entropy peak value basically unchanged, peak position migrated along the flow direction (X direction) and approximately coincided with the centroid position. With the increase of time, spatial variability and complexity of solute concentration increase, which result in the increases of the second-order spatial moment and the two-dimensional entropy. Information entropy of line source was higher than point source. Solute entropy obtained from continuous input was higher than instantaneous input. Due to the increase of average length of lithoface, media continuity increased, flow and solute transport complexity weakened, and the corresponding information entropy also decreased. Longitudinal macro dispersivity declined slightly at early time then rose. Solute spatial and temporal distribution had significant impacts on the information entropy. Information entropy could reflect the change of solute distribution. Information entropy appears a tool to characterize the spatial and temporal complexity of solute migration and provides a reference for future research.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgur D.

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced that follows the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed. Sara Moradi has benefited from a mobility grant funded by the Belgian Federal Science Policy Office and the MSCA of the European Commission (FP7-PEOPLE-COFUND-2008 nº 246540).

The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

NASA Astrophysics Data System (ADS)

Huang, S. H.; Tsai, C.

2017-12-01

The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

Stochastic Modeling of Direct Radiation Transmission in Particle-Laden Turbulent Flows

NASA Astrophysics Data System (ADS)

Banko, Andrew; Villafane, Laura; Kim, Ji Hoon; Esmaily Moghadam, Mahdi; Eaton, John K.

2017-11-01

Direct radiation transmission in turbulent flows laden with heavy particles plays a fundamental role in systems such as clouds, spray combustors, and particle-solar-receivers. Owing to their inertia, the particles preferentially concentrate and the resulting voids and clusters lead to deviations in mean transmission from the classical Beer-Lambert law for exponential extinction. Additionally, the transmission fluctuations can exceed those of Poissonian media by an order of magnitude, which implies a gross misprediction in transmission statistics if the correlations in particle positions are neglected. On the other hand, tracking millions of particles in a turbulence simulation can be prohibitively expensive. This work presents stochastic processes as computationally cheap reduced order models for the instantaneous particle number density field and radiation transmission therein. Results from the stochastic processes are compared to Monte Carlo Ray Tracing (MCRT) simulations using the particle positions obtained from the point-particle DNS of isotropic turbulence at a Taylor Reynolds number of 150. Accurate transmission statistics are predicted with respect to MCRT by matching the mean, variance, and correlation length of DNS number density fields. Funded by the U.S. Department of Energy under Grant No. DE-NA0002373-1 and the National Science Foundation under Grant No. DGE-114747.

Traffic flow behavior at a single-lane urban roundabout

NASA Astrophysics Data System (ADS)

Lakouari, N.; Oubram, O.; Ez-Zahraouy, H.; Cisneros-Villalobos, L.; Velásquez-Aguilar, J. G.

In this paper, we propose a stochastic cellular automata model to study the traffic behavior at a single-lane roundabout. Vehicles can enter the interior lane or exit from it via N intersecting lane, the boundary conditions are stochastic. The traffic is controlled by a self-organized scheme. It has turned out that depending on the rules of insertion to the roundabout, five distinct traffic phases can appear, namely, free flow, congestion, maximum current, jammed and gridlock. The transition between the free flow and the gridlock is forbidden. The density profiles are used to study the traffic pattern at the interior lane of the roundabout. In order to quantify the interactions between vehicles in the interior lane of the roundabout, the velocity correlation coefficient (VCC) is also studied. Besides, the spatiotemporal diagrams corresponding to the entry/exit lanes are derived numerically. Furthermore, we have investigated the effect of displaying signal (PIn), as the PIn decreases, the maximum current increases at the expense of the free flow and the jamming phase. Finally, we have investigated the effect of the braking probability P on the interior lane of the roundabout. We have found that the increase of P raises the spontaneous jam formation on the ring. Thus, enlarges the maximum current and the jamming phase while the free flow phase decreases.

Information flow and causality as rigorous notions ab initio

NASA Astrophysics Data System (ADS)

Liang, X. San

2016-11-01

Information flow or information transfer the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with causality is firmly rooted in the dynamical system that lies beneath. The principle of nil causality that reads, an event is not causal to another if the evolution of the latter is independent of the former, which transfer entropy analysis and Granger causality test fail to verify in many situations, turns out to be a proven theorem here. Established in this study are the information flows among the components of time-discrete mappings and time-continuous dynamical systems, both deterministic and stochastic. They have been obtained explicitly in closed form, and put to applications with the benchmark systems such as the Kaplan-Yorke map, Rössler system, baker transformation, Hénon map, and stochastic potential flow. Besides unraveling the causal relations as expected from the respective systems, some of the applications show that the information flow structure underlying a complex trajectory pattern could be tractable. For linear systems, the resulting remarkably concise formula asserts analytically that causation implies correlation, while correlation does not imply causation, providing a mathematical basis for the long-standing philosophical debate over causation versus correlation.

Content analysis in information flows

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grusho, Alexander A.; Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow; Grusho, Nick A.

The paper deals with architecture of content recognition system. To analyze the problem the stochastic model of content recognition in information flows was built. We proved that under certain conditions it is possible to solve correctly a part of the problem with probability 1, viewing a finite section of the information flow. That means that good architecture consists of two steps. The first step determines correctly certain subsets of contents, while the second step may demand much more time for true decision.

Zonostrophic instability driven by discrete particle noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

St-Onge, D. A.; Krommes, J. A.

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

Zonostrophic instability driven by discrete particle noise

DOE PAGES

St-Onge, D. A.; Krommes, J. A.

2017-04-01

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

Stochastic empirical loading and dilution model for analysis of flows, concentrations, and loads of highway runoff constituents

USGS Publications Warehouse

Granato, Gregory E.; Jones, Susan C.

2014-01-01

In cooperation with FHWA, the U.S. Geological Survey developed the stochastic empirical loading and dilution model (SELDM) to supersede the 1990 FHWA runoff quality model. The SELDM tool is designed to transform disparate and complex scientific data into meaningful information about the adverse risks of runoff on receiving waters, the potential need for mitigation measures, and the potential effectiveness of such measures for reducing such risks. The SELDM tool is easy to use because much of the information and data needed to run it are embedded in the model and obtained by defining the site location and five simple basin properties. Information and data from thousands of sites across the country were compiled to facilitate the use of the SELDM tool. A case study illustrates how to use the SELDM tool for conducting the types of sensitivity analyses needed to properly assess water quality risks. For example, the use of deterministic values to model upstream stormflows instead of representative variations in prestorm flow and runoff may substantially overestimate the proportion of highway runoff in downstream flows. Also, the risks for total phosphorus excursions are substantially affected by the selected criteria and the modeling methods used. For example, if a single deterministic concentration is used rather than a stochastic population of values to model upstream concentrations, then the percentage of water quality excursions in the downstream receiving waters may depend entirely on the selected upstream concentration.

High-resolution stochastic generation of extreme rainfall intensity for urban drainage modelling applications

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Blumensaat, Frank; Molnar, Peter; Fatichi, Simone; Burlando, Paolo

2016-04-01

Urban drainage response is highly dependent on the spatial and temporal structure of rainfall. Therefore, measuring and simulating rainfall at a high spatial and temporal resolution is a fundamental step to fully assess urban drainage system reliability and related uncertainties. This is even more relevant when considering extreme rainfall events. However, the current space-time rainfall models have limitations in capturing extreme rainfall intensity statistics for short durations. Here, we use the STREAP (Space-Time Realizations of Areal Precipitation) model, which is a novel stochastic rainfall generator for simulating high-resolution rainfall fields that preserve the spatio-temporal structure of rainfall and its statistical characteristics. The model enables a generation of rain fields at 102 m and minute scales in a fast and computer-efficient way matching the requirements for hydrological analysis of urban drainage systems. The STREAP model was applied successfully in the past to generate high-resolution extreme rainfall intensities over a small domain. A sub-catchment in the city of Luzern (Switzerland) was chosen as a case study to: (i) evaluate the ability of STREAP to disaggregate extreme rainfall intensities for urban drainage applications; (ii) assessing the role of stochastic climate variability of rainfall in flow response and (iii) evaluate the degree of non-linearity between extreme rainfall intensity and system response (i.e. flow) for a small urban catchment. The channel flow at the catchment outlet is simulated by means of a calibrated hydrodynamic sewer model.

Tularosa Basin Play Fairway Analysis: Methodology Flow Charts

DOE Data Explorer

Adam Brandt

2015-11-15

These images show the comprehensive methodology used for creation of a Play Fairway Analysis to explore the geothermal resource potential of the Tularosa Basin, New Mexico. The deterministic methodology was originated by the petroleum industry, but was custom-modified to function as a knowledge-based geothermal exploration tool. The stochastic PFA flow chart uses weights of evidence, and is data-driven.

A FRAMEWORK FOR ATTRIBUTE-BASED COMMUNITY DETECTION WITH APPLICATIONS TO INTEGRATED FUNCTIONAL GENOMICS.

PubMed

Yu, Han; Hageman Blair, Rachael

2016-01-01

Understanding community structure in networks has received considerable attention in recent years. Detecting and leveraging community structure holds promise for understanding and potentially intervening with the spread of influence. Network features of this type have important implications in a number of research areas, including, marketing, social networks, and biology. However, an overwhelming majority of traditional approaches to community detection cannot readily incorporate information of node attributes. Integrating structural and attribute information is a major challenge. We propose a exible iterative method; inverse regularized Markov Clustering (irMCL), to network clustering via the manipulation of the transition probability matrix (aka stochastic flow) corresponding to a graph. Similar to traditional Markov Clustering, irMCL iterates between "expand" and "inflate" operations, which aim to strengthen the intra-cluster flow, while weakening the inter-cluster flow. Attribute information is directly incorporated into the iterative method through a sigmoid (logistic function) that naturally dampens attribute influence that is contradictory to the stochastic flow through the network. We demonstrate advantages and the exibility of our approach using simulations and real data. We highlight an application that integrates breast cancer gene expression data set and a functional network defined via KEGG pathways reveal significant modules for survival.

Protein labeling reactions in electrochemical microchannel flow: Numerical simulation and uncertainty propagation

NASA Astrophysics Data System (ADS)

Debusschere, Bert J.; Najm, Habib N.; Matta, Alain; Knio, Omar M.; Ghanem, Roger G.; Le Maître, Olivier P.

2003-08-01

This paper presents a model for two-dimensional electrochemical microchannel flow including the propagation of uncertainty from model parameters to the simulation results. For a detailed representation of electroosmotic and pressure-driven microchannel flow, the model considers the coupled momentum, species transport, and electrostatic field equations, including variable zeta potential. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. Uncertainty from the model parameters and boundary conditions is propagated to the model predictions using a pseudo-spectral stochastic formulation with polynomial chaos (PC) representations for parameters and field quantities. Using a Galerkin approach, the governing equations are reformulated into equations for the coefficients in the PC expansion. The implementation of the physical model with the stochastic uncertainty propagation is applied to protein-labeling in a homogeneous buffer, as well as in two-dimensional electrochemical microchannel flow. The results for the two-dimensional channel show strong distortion of sample profiles due to ion movement and consequent buffer disturbances. The uncertainty in these results is dominated by the uncertainty in the applied voltage across the channel.

Stochastic Rotation Dynamics simulations of wetting multi-phase flows

NASA Astrophysics Data System (ADS)

Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin

2016-06-01

Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.

Gyrotactic swimmer dispersion in pipe flow: testing the theory

NASA Astrophysics Data System (ADS)

Croze, Ottavio A.; Bearon, Rachel N.; Bees, Martin A.

2017-04-01

Suspensions of microswimmers are a rich source of fascinating new fluid mechanics. Recently we predicted the active pipe flow dispersion of gyrotactic microalgae, whose orientation is biased by gravity and flow shear. Analytical theory predicts that these active swimmers disperse in a markedly distinct manner from passive tracers (Taylor dispersion). Dispersing swimmers display nonzero drift and effective diffusivity that is non-monotonic with P$\\'e$clet number. Such predictions agree with numerical simulations, but hitherto have not been tested experimentally. Here, to facilitate comparison, we obtain new solutions of the axial dispersion theory accounting both for swimmer negative buoyancy and a local nonlinear response of swimmers to shear, provided by two alternative microscopic stochastic descriptions. We obtain new predictions for suspensions of the model swimming alga $\\it Dunaliella\\,salina$, whose motility and buoyant mass we parametrise using tracking video microscopy. We then present a new experimental method to measure gyrotactic dispersion using fluorescently stained $\\it D. salina$ and provide a preliminary comparison with predictions of a nonzero drift above the mean flow for each microscopic stochastic description. Finally, we propose further experiments for a full experimental characterisation of gyrotactic dispersion measures and discuss implications of our results for algal dispersion in industrial photobioreactors.

Identification and mitigation of narrow spectral artifacts that degrade searches for persistent gravitational waves in the first two observing runs of Advanced LIGO

NASA Astrophysics Data System (ADS)

Covas, P. B.; Effler, A.; Goetz, E.; Meyers, P. M.; Neunzert, A.; Oliver, M.; Pearlstone, B. L.; Roma, V. J.; Schofield, R. M. S.; Adya, V. B.; Astone, P.; Biscoveanu, S.; Callister, T. A.; Christensen, N.; Colla, A.; Coughlin, E.; Coughlin, M. W.; Crowder, S. G.; Dwyer, S. E.; Eggenstein, H.-B.; Hourihane, S.; Kandhasamy, S.; Liu, W.; Lundgren, A. P.; Matas, A.; McCarthy, R.; McIver, J.; Mendell, G.; Ormiston, R.; Palomba, C.; Papa, M. A.; Piccinni, O. J.; Rao, K.; Riles, K.; Sammut, L.; Schlassa, S.; Sigg, D.; Strauss, N.; Tao, D.; Thorne, K. A.; Thrane, E.; Trembath-Reichert, S.; Abbott, B. P.; Abbott, R.; Abbott, T. D.; Adams, C.; Adhikari, R. X.; Ananyeva, A.; Appert, S.; Arai, K.; Aston, S. M.; Austin, C.; Ballmer, S. W.; Barker, D.; Barr, B.; Barsotti, L.; Bartlett, J.; Bartos, I.; Batch, J. C.; Bejger, M.; Bell, A. S.; Betzwieser, J.; Billingsley, G.; Birch, J.; Biscans, S.; Biwer, C.; Blair, C. D.; Blair, R. M.; Bork, R.; Brooks, A. F.; Cao, H.; Ciani, G.; Clara, F.; Clearwater, P.; Cooper, S. J.; Corban, P.; Countryman, S. T.; Cowart, M. J.; Coyne, D. C.; Cumming, A.; Cunningham, L.; Danzmann, K.; Costa, C. F. Da Silva; Daw, E. J.; DeBra, D.; DeRosa, R. T.; DeSalvo, R.; Dooley, K. L.; Doravari, S.; Driggers, J. C.; Edo, T. B.; Etzel, T.; Evans, M.; Evans, T. M.; Factourovich, M.; Fair, H.; Galiana, A. Fernández; Ferreira, E. C.; Fisher, R. P.; Fong, H.; Frey, R.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gateley, B.; Giaime, J. A.; Giardina, K. D.; Goetz, R.; Goncharov, B.; Gras, S.; Gray, C.; Grote, H.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hall, E. D.; Hammond, G.; Hanks, J.; Hanson, J.; Hardwick, T.; Harry, G. M.; Heintze, M. C.; Heptonstall, A. W.; Hough, J.; Inta, R.; Izumi, K.; Jones, R.; Karki, S.; Kasprzack, M.; Kaufer, S.; Kawabe, K.; Kennedy, R.; Kijbunchoo, N.; Kim, W.; King, E. J.; King, P. J.; Kissel, J. S.; Korth, W. Z.; Kuehn, G.; Landry, M.; Lantz, B.; Laxen, M.; Liu, J.; Lockerbie, N. A.; Lormand, M.; MacInnis, M.; Macleod, D. M.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Marsh, P.; Martin, I. W.; Martynov, D. V.; Mason, K.; Massinger, T. J.; Matichard, F.; Mavalvala, N.; McClelland, D. E.; McCormick, S.; McCuller, L.; McIntyre, G.; McRae, T.; Merilh, E. L.; Miller, J.; Mittleman, R.; Mo, G.; Mogushi, K.; Moraru, D.; Moreno, G.; Mueller, G.; Mukund, N.; Mullavey, A.; Munch, J.; Nelson, T. J. N.; Nguyen, P.; Nuttall, L. K.; Oberling, J.; Oktavia, O.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ottaway, D. J.; Overmier, H.; Palamos, J. R.; Parker, W.; Pele, A.; Penn, S.; Perez, C. J.; Phelps, M.; Pierro, V.; Pinto, I.; Principe, M.; Prokhorov, L. G.; Puncken, O.; Quetschke, V.; Quintero, E. A.; Radkins, H.; Raffai, P.; Ramirez, K. E.; Reid, S.; Reitze, D. H.; Robertson, N. A.; Rollins, J. G.; Romel, C. L.; Romie, J. H.; Ross, M. P.; Rowan, S.; Ryan, K.; Sadecki, T.; Sanchez, E. J.; Sanchez, L. E.; Sandberg, V.; Savage, R. L.; Sellers, D.; Shaddock, D. A.; Shaffer, T. J.; Shapiro, B.; Shoemaker, D. H.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Sorazu, B.; Spencer, A. P.; Staley, A.; Strain, K. A.; Sun, L.; Tanner, D. B.; Tasson, J. D.; Taylor, R.; Thomas, M.; Thomas, P.; Toland, K.; Torrie, C. I.; Traylor, G.; Tse, M.; Tuyenbayev, D.; Vajente, G.; Valdes, G.; van Veggel, A. A.; Vecchio, A.; Veitch, P. J.; Venkateswara, K.; Vo, T.; Vorvick, C.; Wade, M.; Walker, M.; Ward, R. L.; Warner, J.; Weaver, B.; Weiss, R.; Weßels, P.; Willke, B.; Wipf, C. C.; Wofford, J.; Worden, J.; Yamamoto, H.; Yancey, C. C.; Yu, Hang; Yu, Haocun; Zhang, L.; Zhu, S.; Zucker, M. E.; Zweizig, J.; LSC Instrument Authors

2018-04-01

Searches are under way in Advanced LIGO and Virgo data for persistent gravitational waves from continuous sources, e.g. rapidly rotating galactic neutron stars, and stochastic sources, e.g. relic gravitational waves from the Big Bang or superposition of distant astrophysical events such as mergers of black holes or neutron stars. These searches can be degraded by the presence of narrow spectral artifacts (lines) due to instrumental or environmental disturbances. We describe a variety of methods used for finding, identifying and mitigating these artifacts, illustrated with particular examples. Results are provided in the form of lists of line artifacts that can safely be treated as non-astrophysical. Such lists are used to improve the efficiencies and sensitivities of continuous and stochastic gravitational wave searches by allowing vetoes of false outliers and permitting data cleaning.

Coronal heating by stochastic magnetic pumping

NASA Technical Reports Server (NTRS)

Sturrock, P. A.; Uchida, Y.

1980-01-01

Recent observational data cast serious doubt on the widely held view that the Sun's corona is heated by traveling waves (acoustic or magnetohydrodynamic). It is proposed that the energy responsible for heating the corona is derived from the free energy of the coronal magnetic field derived from motion of the 'feet' of magnetic field lines in the photosphere. Stochastic motion of the feet of magnetic field lines leads, on the average, to a linear increase of magnetic free energy with time. This rate of energy input is calculated for a simple model of a single thin flux tube. The model appears to agree well with observational data if the magnetic flux originates in small regions of high magnetic field strength. On combining this energy input with estimates of energy loss by radiation and of energy redistribution by thermal conduction, we obtain scaling laws for density and temperature in terms of length and coronal magnetic field strength.

Flow Topology Transition via Global Bifurcation in Thermally Driven Turbulence

NASA Astrophysics Data System (ADS)

Xie, Yi-Chao; Ding, Guang-Yu; Xia, Ke-Qing

2018-05-01

We report an experimental observation of a flow topology transition via global bifurcation in a turbulent Rayleigh-Bénard convection. This transition corresponds to a spontaneous symmetry breaking with the flow becomes more turbulent. Simultaneous measurements of the large-scale flow (LSF) structure and the heat transport show that the LSF bifurcates from a high heat transport efficiency quadrupole state to a less symmetric dipole state with a lower heat transport efficiency. In the transition zone, the system switches spontaneously and stochastically between the two long-lived metastable states.

CSI 2264: CHARACTERIZING YOUNG STARS IN NGC 2264 WITH STOCHASTICALLY VARYING LIGHT CURVES

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stauffer, John; Rebull, Luisa; Carey, Sean

2016-03-15

We provide CoRoT and Spitzer light curves and other supporting data for 17 classical T Tauri stars in NGC 2264 whose CoRoT light curves exemplify the “stochastic” light curve class as defined in 2014 by Cody et al. The most probable physical mechanism to explain the optical variability within this light curve class is time-dependent mass accretion onto the stellar photosphere, producing transient hot spots. Where we have appropriate spectral data, we show that the veiling variability in these stars is consistent in both amplitude and timescale with the optical light curve morphology. The veiling variability is also well-correlated with the strengthmore » of the He i 6678 Å emission line, predicted by models to arise in accretion shocks on or near the stellar photosphere. Stars with accretion burst light curve morphology also have variable mass accretion. The stochastic and accretion burst light curves can both be explained by a simple model of randomly occurring flux bursts, with the stochastic light curve class having a higher frequency of lower amplitude events. Members of the stochastic light curve class have only moderate mass accretion rates. Their Hα profiles usually have blueshifted absorption features, probably originating in a disk wind. The lack of periodic signatures in the light curves suggests that little of the variability is due to long-lived hot spots rotating into or out of our line of sight; instead, the primary driver of the observed photometric variability is likely to be instabilities in the inner disk that lead to variable mass accretion.« less

FLiT: a field line trace code for magnetic confinement devices

NASA Astrophysics Data System (ADS)

Innocente, P.; Lorenzini, R.; Terranova, D.; Zanca, P.

2017-04-01

This paper presents a field line tracing code (FLiT) developed to study particle and energy transport as well as other phenomena related to magnetic topology in reversed-field pinch (RFP) and tokamak experiments. The code computes magnetic field lines in toroidal geometry using curvilinear coordinates (r, ϑ, ϕ) and calculates the intersections of these field lines with specified planes. The code also computes the magnetic and thermal diffusivity due to stochastic magnetic field in the collisionless limit. Compared to Hamiltonian codes, there are no constraints on the magnetic field functional formulation, which allows the integration of whichever magnetic field is required. The code uses the magnetic field computed by solving the zeroth-order axisymmetric equilibrium and the Newcomb equation for the first-order helical perturbation matching the edge magnetic field measurements in toroidal geometry. Two algorithms are developed to integrate the field lines: one is a dedicated implementation of a first-order semi-implicit volume-preserving integration method, and the other is based on the Adams-Moulton predictor-corrector method. As expected, the volume-preserving algorithm is accurate in conserving divergence, but slow because the low integration order requires small amplitude steps. The second algorithm proves to be quite fast and it is able to integrate the field lines in many partially and fully stochastic configurations accurately. The code has already been used to study the core and edge magnetic topology of the RFX-mod device in both the reversed-field pinch and tokamak magnetic configurations.

Dynamically Consistent Parameterization of Mesoscale Eddies This work aims at parameterization of eddy effects for use in non-eddy-resolving ocean models and focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones.

NASA Astrophysics Data System (ADS)

Berloff, P. S.

2016-12-01

This work aims at developing a framework for dynamically consistent parameterization of mesoscale eddy effects for use in non-eddy-resolving ocean circulation models. The proposed eddy parameterization framework is successfully tested on the classical, wind-driven double-gyre model, which is solved both with explicitly resolved vigorous eddy field and in the non-eddy-resolving configuration with the eddy parameterization replacing the eddy effects. The parameterization focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones. The parameterization locally approximates transient eddy flux divergence by spatially localized and temporally periodic forcing, referred to as the plunger, and focuses on the linear-dynamics flow solution induced by it. The nonlinear self-interaction of this solution, referred to as the footprint, characterizes and quantifies the induced eddy forcing exerted on the large-scale flow. We find that spatial pattern and amplitude of each footprint strongly depend on the underlying large-scale flow, and the corresponding relationships provide the basis for the eddy parameterization and its closure on the large-scale flow properties. Dependencies of the footprints on other important parameters of the problem are also systematically analyzed. The parameterization utilizes the local large-scale flow information, constructs and scales the corresponding footprints, and then sums them up over the gyres to produce the resulting eddy forcing field, which is interactively added to the model as an extra forcing. Thus, the assumed ensemble of plunger solutions can be viewed as a simple model for the cumulative effect of the stochastic eddy forcing. The parameterization framework is implemented in the simplest way, but it provides a systematic strategy for improving the implementation algorithm.

The symmetric quartic map for trajectories of magnetic field lines in elongated divertor tokamak plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jones, Morgin; Wadi, Hasina; Ali, Halima

The coordinates of the area-preserving map equations for integration of magnetic field line trajectories in divertor tokamaks can be any coordinates for which a transformation to ({psi}{sub t},{theta},{phi}) coordinates exists [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. {psi}{sub t} is toroidal magnetic flux, {theta} is poloidal angle, and {phi} is toroidal angle. This freedom is exploited to construct the symmetric quartic map such that the only parameter that determines magnetic geometry is the elongation of the separatrix surface. The poloidal flux inside the separatrix, the safety factor as a function of normalizedmore » minor radius, and the magnetic perturbation from the symplectic discretization are all held constant, and only the elongation is {kappa} varied. The width of stochastic layer, the area, and the fractal dimension of the magnetic footprint and the average radial diffusion coefficient of magnetic field lines from the stochastic layer; and how these quantities scale with {kappa} is calculated. The symmetric quartic map gives the correct scalings which are consistent with the scalings of coordinates with {kappa}. The effects of m=1, n={+-}1 internal perturbation with the amplitude that is expected to occur in tokamaks are calculated by adding a term [H. Ali, A. Punjabi, A. H. Boozer, and T. Evans, Phys. Plasmas 11, 1908 (2004)] to the symmetric quartic map. In this case, the width of stochastic layer scales as 0.35 power of {kappa}. The area of the footprint is roughly constant. The average radial diffusion coefficient of field lines near the X-point scales linearly with {kappa}. The low mn perturbation changes the quasisymmetric structure of the footprint, and reorganizes it into a single, large scale, asymmetric structure. The symmetric quartic map is combined with the dipole map [A. Punjabi, H. Ali, and A. H. Boozer, Phys. Plasmas 10, 3992 (2003)] to calculate the effects of magnetic perturbation from a current carrying coil. The coil position and coil current coil are constant. The dipole perturbation enhances the magnetic shear. The width of the stochastic layer scales exponentially with {kappa}. The area of the footprint decreases as the {kappa} increases. The radial diffusion coefficient of field lines scales exponentially with {kappa}. The dipole perturbation changes the topology of the footprint. It breaks up the toroidally spiraling footprint into a number of separate asymmetric toroidal strips. Practical applications of the symmetric quartic map to elongated divertor tokamak plasmas are suggested.« less

The symmetric quartic map for trajectories of magnetic field lines in elongated divertor tokamak plasmas

NASA Astrophysics Data System (ADS)

Jones, Morgin; Wadi, Hasina; Ali, Halima; Punjabi, Alkesh

2009-04-01

The coordinates of the area-preserving map equations for integration of magnetic field line trajectories in divertor tokamaks can be any coordinates for which a transformation to (ψt,θ,φ) coordinates exists [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. ψt is toroidal magnetic flux, θ is poloidal angle, and φ is toroidal angle. This freedom is exploited to construct the symmetric quartic map such that the only parameter that determines magnetic geometry is the elongation of the separatrix surface. The poloidal flux inside the separatrix, the safety factor as a function of normalized minor radius, and the magnetic perturbation from the symplectic discretization are all held constant, and only the elongation is κ varied. The width of stochastic layer, the area, and the fractal dimension of the magnetic footprint and the average radial diffusion coefficient of magnetic field lines from the stochastic layer; and how these quantities scale with κ is calculated. The symmetric quartic map gives the correct scalings which are consistent with the scalings of coordinates with κ. The effects of m =1, n =±1 internal perturbation with the amplitude that is expected to occur in tokamaks are calculated by adding a term [H. Ali, A. Punjabi, A. H. Boozer, and T. Evans, Phys. Plasmas 11, 1908 (2004)] to the symmetric quartic map. In this case, the width of stochastic layer scales as 0.35 power of κ. The area of the footprint is roughly constant. The average radial diffusion coefficient of field lines near the X-point scales linearly with κ. The low mn perturbation changes the quasisymmetric structure of the footprint, and reorganizes it into a single, large scale, asymmetric structure. The symmetric quartic map is combined with the dipole map [A. Punjabi, H. Ali, and A. H. Boozer, Phys. Plasmas 10, 3992 (2003)] to calculate the effects of magnetic perturbation from a current carrying coil. The coil position and coil current coil are constant. The dipole perturbation enhances the magnetic shear. The width of the stochastic layer scales exponentially with κ. The area of the footprint decreases as the κ increases. The radial diffusion coefficient of field lines scales exponentially with κ. The dipole perturbation changes the topology of the footprint. It breaks up the toroidally spiraling footprint into a number of separate asymmetric toroidal strips. Practical applications of the symmetric quartic map to elongated divertor tokamak plasmas are suggested.

Analysis of fluid flow and solute transport through a single fracture with variable apertures intersecting a canister: Comparison between fractal and Gaussian fractures

NASA Astrophysics Data System (ADS)

Liu, L.; Neretnieks, I.

Canisters with spent nuclear fuel will be deposited in fractured crystalline rock in the Swedish concept for a final repository. The fractures intersect the canister holes at different angles and they have variable apertures and therefore locally varying flowrates. Our previous model with fractures with a constant aperture and a 90° intersection angle is now extended to arbitrary intersection angles and stochastically variable apertures. It is shown that the previous basic model can be simply amended to account for these effects. More importantly, it has been found that the distributions of the volumetric and the equivalent flow rates are all close to the Normal for both fractal and Gaussian fractures, with the mean of the distribution of the volumetric flow rate being determined solely by the hydraulic aperture, and that of the equivalent flow rate being determined by the mechanical aperture. Moreover, the standard deviation of the volumetric flow rates of the many realizations increases with increasing roughness and spatial correlation length of the aperture field, and so does that of the equivalent flow rates. Thus, two simple statistical relations can be developed to describe the stochastic properties of fluid flow and solute transport through a single fracture with spatially variable apertures. This obviates, then, the need to simulate each fracture that intersects a canister in great detail, and allows the use of complex fractures also in very large fracture network models used in performance assessment.

Fractional Brownian motors and stochastic resonance

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Kharchenko, Vasyl

2012-05-01

We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case, the rectification effect vanishes in the adiabatically slow modulation limit and optimizes in a driving frequency range. It is shown also that the anomalous rectification effect is maximal (stochastic resonance effect) at optimal temperature and can be of surprisingly good quality. Moreover, subdiffusive current can flow in the counterintuitive direction upon a change of temperature or driving frequency. The dependence of anomalous transport on load exhibits a remarkably simple universality.

Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Doubrawa, P.; Barthelmie, R. J.; Wang, H.

The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

Contributions of the stochastic shape wake model to predictions of aerodynamic loads and power under single wake conditions

DOE PAGES

Doubrawa, P.; Barthelmie, R. J.; Wang, H.; ...

2016-10-03

The contribution of wake meandering and shape asymmetry to load and power estimates is quantified by comparing aeroelastic simulations initialized with different inflow conditions: an axisymmetric base wake, an unsteady stochastic shape wake, and a large-eddy simulation with rotating actuator-line turbine representation. Time series of blade-root and tower base bending moments are analyzed. We find that meandering has a large contribution to the fluctuation of the loads. Moreover, considering the wake edge intermittence via the stochastic shape model improves the simulation of load and power fluctuations and of the fatigue damage equivalent loads. Furthermore, these results indicate that the stochasticmore » shape wake simulator is a valuable addition to simplified wake models when seeking to obtain higher-fidelity computationally inexpensive predictions of loads and power.« less

Comparison of Two Wire Model With Low MN Map

NASA Astrophysics Data System (ADS)

Punjabi, Alkesh; Ali, Halima; Boozer, Allen

2003-10-01

Among the perturbations that affect the width of the stochastic layer of a single-null divertor tokamak is naturally occurring perturbations with low toroidal and poloidal mode numbers. In present day tokamaks, the n= +/- 1, m=1 Fourier component of the field error is roughly estimated to be typically of the order 10-3 times the toroidal field /1/. In this work, we analyze the features of the stochastic layer and the footprint of field lines using the Low MN Map (LMN)/2,3/. We also perform similar analysis using Rieman Two Wire Model (TWM) /1/. We then compare the results of the two approaches when the parameters of the TWM and of LMN are both 10-3. We show that the footprints from the TWM and the LMN match quantitatively and qualitatively. We compare the safety factor, Liapunov exponents, semi-connection length, and strike angles as functions of starting position of field lines in stochastic layer from the TWM and the LMN. We also discuss and compare the accuracy and the speed of both approaches. This work is done under the DOE grant number DE-FG02-01ER54624. 1. A. Reiman, Phys. Plasmas 3, 906 (1996). 2. A. Punjabi et al, Phys. Rev. lett., 69, 3322 (1992). 3. A. Punjabi et al, Phys. Plasmas, 4, 337 (1997).

A dynamical framework for integrated corridor management.

DOT National Transportation Integrated Search

2016-01-11

We develop analysis and control synthesis tools for dynamic traffic flow over networks. Our analysis : relies on exploiting monotonicity properties of the dynamics, and on adapting relevant tools from : stochastic queuing networks. We develop proport...

Intrinsic trapping of stochastic sheared magnetic field lines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Negrea, M.; Petrisor, I.; Balescu, R.

2004-10-01

The decorrelation trajectory method is applied to the diffusion of magnetic field lines in a perturbed sheared slab magnetic configuration. Some interesting decorrelation trajectories for several values of the magnetic Kubo number and of the shear parameter are exhibited. The asymmetry of the decorrelation trajectories appears in comparison with those obtained in the purely electrostatic case studied in earlier work. The running and asymptotic diffusion tensor components are calculated and displayed.

Proceedings of the 3rd Annual SCOLE Workshop

NASA Technical Reports Server (NTRS)

Taylor, Lawrence W., Jr. (Compiler)

1987-01-01

Topics addressed include: modeling and controlling the Spacecraft Control Laboratory Experiment (SCOLE) configurations; slewing maneuvers; mathematical models; vibration damping; gravitational effects; structural dynamics; finite element method; distributed parameter system; on-line pulse control; stability augmentation; and stochastic processes.

Nonequilibrium steady state in open quantum systems: Influence action, stochastic equation and power balance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hsiang, J.-T., E-mail: cosmology@gmail.com; Department of Physics, National Dong Hwa University, Hualien 97401, Taiwan; Hu, B.L.

2015-11-15

The existence and uniqueness of a steady state for nonequilibrium systems (NESS) is a fundamental subject and a main theme of research in statistical mechanics for decades. For Gaussian systems, such as a chain of classical harmonic oscillators connected at each end to a heat bath, and for classical anharmonic oscillators under specified conditions, definitive answers exist in the form of proven theorems. Answering this question for quantum many-body systems poses a challenge for the present. In this work we address this issue by deriving the stochastic equations for the reduced system with self-consistent backaction from the two baths, calculatingmore » the energy flow from one bath to the chain to the other bath, and exhibiting a power balance relation in the total (chain + baths) system which testifies to the existence of a NESS in this system at late times. Its insensitivity to the initial conditions of the chain corroborates to its uniqueness. The functional method we adopt here entails the use of the influence functional, the coarse-grained and stochastic effective actions, from which one can derive the stochastic equations and calculate the average values of physical variables in open quantum systems. This involves both taking the expectation values of quantum operators of the system and the distributional averages of stochastic variables stemming from the coarse-grained environment. This method though formal in appearance is compact and complete. It can also easily accommodate perturbative techniques and diagrammatic methods from field theory. Taken all together it provides a solid platform for carrying out systematic investigations into the nonequilibrium dynamics of open quantum systems and quantum thermodynamics. -- Highlights: •Nonequilibrium steady state (NESS) for interacting quantum many-body systems. •Derivation of stochastic equations for quantum oscillator chain with two heat baths. •Explicit calculation of the energy flow from one bath to the chain to the other bath. •Power balance relation shows the existence of NESS insensitive to initial conditions. •Functional method as a viable platform for issues in quantum thermodynamics.« less

Representation of spatial cross correlations in large stochastic seasonal streamflow models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Oliveira, G.C.; Kelman, J.; Pereira, M.V.F.

1988-05-01

Pereira et al. (1984) presented a special disaggregation procedure for generating cross-correlated monthly flows at many sites while using what are essentially univariate disaggregation models for the flows at each site. This was done by using a nonparametric procedure for constructing residual innovations or noise vectors with cross-correlated components. This note considers the theoretical underpinnings of that streamflow disaggregation procedure and a proposed variation and their ability to reproduce the observed historical cross correlations among concurrent monthly flows at nine Brazilian stations.

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pettersson, Per, E-mail: per.pettersson@uib.no; Nordström, Jan, E-mail: jan.nordstrom@liu.se; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2016-02-01

We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimatemore » for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.« less

Stochastic inflation in phase space: is slow roll a stochastic attractor?

NASA Astrophysics Data System (ADS)

Grain, Julien; Vennin, Vincent

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ``slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

DoE Plasma Center for Momentum Transport and Flow Self-Organization in Plasmas: Non-linear Emergent Structure Formation in magnetized Plasmas and Rotating Magnetofluids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Forest, Cary B.

This report covers the UW-Madison activities that took place within a larger DoE Center Administered and directed by Professor George Tynan at the University of California, San Diego. The work at Wisconsin will also be covered in the final reporting for the entire center, which will be submitted by UCSD. There were two main activities, one experimental and one that was theoretical in nature, as part of the Center activities at the University of Wisconsin, Madison. First, the Center supported an experimentally focused postdoc (Chris Cooper) to carry out fundamental studies of momentum transport in rotating and weakly magnetized plasma.more » His experimental work was done on the Plasma Couette Experiment, a cylindrical plasma confinement device, with a plasma flow created through electromagnetically stirring plasma at the plasma edge facilitated by arrays of permanent magnets. Cooper's work involved developing optical techniques to measure the ion temperature and plasma flow through Doppler-shifted line radiation from the plasma argon ions. This included passive emission measurements and development of a novel ring summing Fabry-Perot spectroscopy system, and the active system involved using a diode laser to induce fluorescence. On the theoretical side, CMTFO supported a postdoc (Johannes Pueschel) to carry out a gyrokinetic extension of residual zonal flow theory to the case with magnetic fluctuations, showing that magnetic stochasticity disrupts zonal flows. The work included a successful comparison with gyrokinetic simulations. This work and its connection to the broader CMTFO will be covered more thoroughly in the final CMTFO report from Professor Tynan.« less

A comparison of two- and three-dimensional stochastic models of regional solute movement

USGS Publications Warehouse

Shapiro, A.M.; Cvetkovic, V.D.

1990-01-01

Recent models of solute movement in porous media that are based on a stochastic description of the porous medium properties have been dedicated primarily to a three-dimensional interpretation of solute movement. In many practical problems, however, it is more convenient and consistent with measuring techniques to consider flow and solute transport as an areal, two-dimensional phenomenon. The physics of solute movement, however, is dependent on the three-dimensional heterogeneity in the formation. A comparison of two- and three-dimensional stochastic interpretations of solute movement in a porous medium having a statistically isotropic hydraulic conductivity field is investigated. To provide an equitable comparison between the two- and three-dimensional analyses, the stochastic properties of the transmissivity are defined in terms of the stochastic properties of the hydraulic conductivity. The variance of the transmissivity is shown to be significantly reduced in comparison to that of the hydraulic conductivity, and the transmissivity is spatially correlated over larger distances. These factors influence the two-dimensional interpretations of solute movement by underestimating the longitudinal and transverse growth of the solute plume in comparison to its description as a three-dimensional phenomenon. Although this analysis is based on small perturbation approximations and the special case of a statistically isotropic hydraulic conductivity field, it casts doubt on the use of a stochastic interpretation of the transmissivity in describing regional scale movement. However, by assuming the transmissivity to be the vertical integration of the hydraulic conductivity field at a given position, the stochastic properties of the hydraulic conductivity can be estimated from the stochastic properties of the transmissivity and applied to obtain a more accurate interpretation of solute movement. ?? 1990 Kluwer Academic Publishers.

Utilizing semantic networks to database and retrieve generalized stochastic colored Petri nets

NASA Technical Reports Server (NTRS)

Farah, Jeffrey J.; Kelley, Robert B.

1992-01-01

Previous work has introduced the Planning Coordinator (PCOORD), a coordinator functioning within the hierarchy of the Intelligent Machine Mode. Within the structure of the Planning Coordinator resides the Primitive Structure Database (PSDB) functioning to provide the primitive structures utilized by the Planning Coordinator in the establishing of error recovery or on-line path plans. This report further explores the Primitive Structure Database and establishes the potential of utilizing semantic networks as a means of efficiently storing and retrieving the Generalized Stochastic Colored Petri Nets from which the error recovery plans are derived.

Internal cycle modeling and environmental assessment of multiple cycle consumer products

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tsiliyannis, C.A., E-mail: anion@otenet.gr

2012-01-15

Highlights: Black-Right-Pointing-Pointer Dynamic flow models are presented for remanufactured, reused or recycled products. Black-Right-Pointing-Pointer Early loss and stochastic return are included for fast and slow cycling products. Black-Right-Pointing-Pointer The reuse-to-input flow ratio (Internal Cycle Factor, ICF) is determined. Black-Right-Pointing-Pointer The cycle rate, which is increasing with the ICF, monitors eco-performance. Black-Right-Pointing-Pointer Early internal cycle losses diminish the ICF, the cycle rate and performance. - Abstract: Dynamic annual flow models incorporating consumer discard and usage loss and featuring deterministic and stochastic end-of-cycle (EOC) return by the consumer are developed for reused or remanufactured products (multiple cycle products, MCPs), including fast andmore » slow cycling, short and long-lived products. It is shown that internal flows (reuse and overall consumption) increase proportionally to the dimensionless internal cycle factor (ICF) which is related to environmental impact reduction factors. The combined reuse/recycle (or cycle) rate is shown capable for shortcut, albeit effective, monitoring of environmental performance in terms of waste production, virgin material extraction and manufacturing impacts of all MCPs, a task, which physical variables (lifetime, cycling frequency, mean or total number of return trips) and conventional rates, via which environmental policy has been officially implemented (e.g. recycling rate) cannot accomplish. The cycle rate is shown to be an increasing (hyperbolic) function of ICF. The impact of the stochastic EOC return characteristics on total reuse and consumption flows, as well as on eco-performance, is assessed: symmetric EOC return has a small, positive effect on performance compared to deterministic, while early shifted EOC return is more beneficial. In order to be efficient, environmental policy should set higher minimum reuse targets for higher trippage MCPs. The results may serve for monitoring, flow accounting and comparative eco-assessment of MCPs. They may be useful in identifying reachable and efficient reuse/recycle targets for consumer products and in planning return via appropriate labelling and digital coding for enhancing environmental performance, while satisfying consumer demand.« less

Seismic stochastic inversion identify river channel sand body

NASA Astrophysics Data System (ADS)

He, Z.

2015-12-01

The technology of seismic inversion is regarded as one of the most important part of geophysics. By using the technology of seismic inversion and the theory of stochastic simulation, the concept of seismic stochastic inversion is proposed.Seismic stochastic inversion can play an significant role in the identifying river channel sand body. Accurate sand body description is a crucial parameter to measure oilfield development and oilfield stimulation during the middle and later periods. Besides, rational well spacing density is an essential condition for efficient production. Based on the geological knowledge of a certain oilfield, in line with the use of seismic stochastic inversion, the river channel sand body in the work area is identified. In this paper, firstly, the single river channel body from the composite river channel body is subdivided. Secondly, the distribution of river channel body is ascertained in order to ascertain the direction of rivers. Morever, the superimposed relationship among the sand body is analyzed, especially among the inter-well sand body. The last but not at the least, via the analysis of inversion results of first vacuating the wells and continuous infilling later, it is meeted the most needs well spacing density that can obtain the optimal inversion result. It would serve effective guidance for oilfield stimulation.

The impact of trade costs on rare earth exports : a stochastic frontier estimation approach.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sanyal, Prabuddha; Brady, Patrick Vane; Vugrin, Eric D.

The study develops a novel stochastic frontier modeling approach to the gravity equation for rare earth element (REE) trade between China and its trading partners between 2001 and 2009. The novelty lies in differentiating betweenbehind the border' trade costs by China and theimplicit beyond the border costs' of China's trading partners. Results indicate that the significance level of the independent variables change dramatically over the time period. While geographical distance matters for trade flows in both periods, the effect of income on trade flows is significantly attenuated, possibly capturing the negative effects of financial crises in the developed world. Second,more » the total export losses due tobehind the border' trade costs almost tripled over the time period. Finally, looking atimplicit beyond the border' trade costs, results show China gaining in some markets, although it is likely that some countries are substituting away from Chinese REE exports.« less

An Analysis of Polynomial Chaos Approximations for Modeling Single-Fluid-Phase Flow in Porous Medium Systems

PubMed Central

Rupert, C.P.; Miller, C.T.

2008-01-01

We examine a variety of polynomial-chaos-motivated approximations to a stochastic form of a steady state groundwater flow model. We consider approaches for truncating the infinite dimensional problem and producing decoupled systems. We discuss conditions under which such decoupling is possible and show that to generalize the known decoupling by numerical cubature, it would be necessary to find new multivariate cubature rules. Finally, we use the acceleration of Monte Carlo to compare the quality of polynomial models obtained for all approaches and find that in general the methods considered are more efficient than Monte Carlo for the relatively small domains considered in this work. A curse of dimensionality in the series expansion of the log-normal stochastic random field used to represent hydraulic conductivity provides a significant impediment to efficient approximations for large domains for all methods considered in this work, other than the Monte Carlo method. PMID:18836519

Nonperturbative renormalization group study of the stochastic Navier-Stokes equation.

PubMed

Mejía-Monasterio, Carlos; Muratore-Ginanneschi, Paolo

2012-07-01

We study the renormalization group flow of the average action of the stochastic Navier-Stokes equation with power-law forcing. Using Galilean invariance, we introduce a nonperturbative approximation adapted to the zero-frequency sector of the theory in the parametric range of the Hölder exponent 4-2ε of the forcing where real-space local interactions are relevant. In any spatial dimension d, we observe the convergence of the resulting renormalization group flow to a unique fixed point which yields a kinetic energy spectrum scaling in agreement with canonical dimension analysis. Kolmogorov's -5/3 law is, thus, recovered for ε = 2 as also predicted by perturbative renormalization. At variance with the perturbative prediction, the -5/3 law emerges in the presence of a saturation in the ε dependence of the scaling dimension of the eddy diffusivity at ε = 3/2 when, according to perturbative renormalization, the velocity field becomes infrared relevant.

Descent graphs in pedigree analysis: applications to haplotyping, location scores, and marker-sharing statistics.

PubMed Central

Sobel, E.; Lange, K.

1996-01-01

The introduction of stochastic methods in pedigree analysis has enabled geneticists to tackle computations intractable by standard deterministic methods. Until now these stochastic techniques have worked by running a Markov chain on the set of genetic descent states of a pedigree. Each descent state specifies the paths of gene flow in the pedigree and the founder alleles dropped down each path. The current paper follows up on a suggestion by Elizabeth Thompson that genetic descent graphs offer a more appropriate space for executing a Markov chain. A descent graph specifies the paths of gene flow but not the particular founder alleles traveling down the paths. This paper explores algorithms for implementing Thompson's suggestion for codominant markers in the context of automatic haplotyping, estimating location scores, and computing gene-clustering statistics for robust linkage analysis. Realistic numerical examples demonstrate the feasibility of the algorithms. PMID:8651310

Influence analysis of fluctuation parameters on flow stability based on uncertainty method

NASA Astrophysics Data System (ADS)

Meng, Tao; Fan, Shangchun; Wang, Chi; Shi, Huichao

2018-05-01

The relationship between flow fluctuation and pressure in a flow facility is studied theoretically and experimentally in this paper, and a method for measuring the flow fluctuation is proposed. According to the synchronicity of pressure and flow fluctuation, the amplitude of the flow fluctuation is calculated using the pressure measured in the flow facility and measurement of the flow fluctuation in a wide range of frequency is realized. Based on the method proposed, uncertainty analysis is used to evaluate the influences of different parameters on the flow fluctuation by the help of a sample-based stochastic model established and the parameters that have great influence are found, which can be a reference for the optimization design and the stability improvement of the flow facility.

Stochastic thermodynamics of a chemical nanomachine: The channeling enzyme tryptophan synthase.

PubMed

Loutchko, Dimitri; Eisbach, Maximilian; Mikhailov, Alexander S

2017-01-14

The enzyme tryptophan synthase is characterized by a complex pattern of allosteric interactions that regulate the catalytic activity of its two subunits and opening or closing of their ligand gates. As a single macromolecule, it implements 13 different reaction steps, with an intermediate product directly channeled from one subunit to another. Based on experimental data, a stochastic model for the operation of tryptophan synthase has been earlier constructed [D. Loutchko, D. Gonze, and A. S. Mikhailov, J. Phys. Chem. B 120, 2179 (2016)]. Here, this model is used to consider stochastic thermodynamics of such a chemical nanomachine. The Gibbs energy landscape of the internal molecular states is determined, the production of entropy and its flow within the enzyme are analyzed, and the information exchange between the subunits resulting from allosteric cross-regulations and channeling is discussed.

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

An efficient distribution method for nonlinear transport problems in highly heterogeneous stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, Fayadhoi; Meyer, Daniel; Tchelepi, Hamdi

2016-04-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are crucial to explore possible scenarios and assess risks in subsurface problems. In particular, nonlinear two-phase flows in porous media are essential, yet challenging, in reservoir simulation and hydrology. Adding highly heterogeneous and uncertain input, such as the permeability and porosity fields, transforms the estimation of the flow response into a tough stochastic problem for which computationally expensive Monte Carlo (MC) simulations remain the preferred option.We propose an alternative approach to evaluate the probability distribution of the (water) saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the (water) saturation. The distribution method draws inspiration from a Lagrangian approach of the stochastic transport problem and expresses the saturation PDF and CDF essentially in terms of a deterministic mapping and the distribution and statistics of scalar random fields. In a large class of applications these random fields can be estimated at low computational costs (few MC runs), thus making the distribution method attractive. Even though the method relies on a key assumption of fixed streamlines, we show that it performs well for high input variances, which is the case of interest. Once the saturation distribution is determined, any one-point statistics thereof can be obtained, especially the saturation average and standard deviation. Moreover, the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be efficiently derived from the distribution method. These statistics can then be used for risk assessment, as well as data assimilation and uncertainty reduction in the prior knowledge of input distributions. We provide various examples and comparisons with MC simulations to illustrate the performance of the method.

The Mechanism for the Energy Buildup Driving Solar Eruptive Events

NASA Astrophysics Data System (ADS)

Knizhnik, K. J.; Antiochos, S. K.; DeVore, C. R.; Wyper, P. F.

2017-12-01

The underlying origin of solar eruptive events (SEEs), ranging from giant coronal mass ejections to small coronal-hole jets, is that the lowest-lying magnetic flux in the Sun’s corona undergoes continual buildup of stress and free energy. This magnetic stress has long been observed as the phenomenon of “filament channels:” strongly sheared magnetic field localized around photospheric polarity inversion lines. However, the mechanism for the stress buildup—the formation of filament channels—is still debated. We present magnetohydrodynamic simulations of a coronal volume that is driven by transient, cellular boundary flows designed to model the processes by which the photosphere drives the corona. The key feature of our simulations is that they accurately preserve magnetic helicity, the topological quantity that is conserved even in the presence of ubiquitous magnetic reconnection. Although small-scale random stress is injected everywhere at the photosphere, driving stochastic reconnection throughout the corona, the net result of the magnetic evolution is a coherent shearing of the lowest-lying field lines. This highly counterintuitive result—magnetic stress builds up locally rather than spreading out to attain a minimum energy state—explains the formation of filament channels and is the fundamental mechanism underlying SEEs. Furthermore, this process is likely to be relevant to other astrophysical and laboratory plasmas.

Scaling results for the magnetic field line trajectories in the stochastic layer near the separatrix in divertor tokamaks with high magnetic shear using the higher shear map

NASA Astrophysics Data System (ADS)

Punjabi, Alkesh; Ali, Halima; Farhat, Hamidullah

2009-07-01

Extra terms are added to the generating function of the simple map (Punjabi et al 1992 Phys. Rev. Lett. 69 3322) to adjust shear of magnetic field lines in divertor tokamaks. From this new generating function, a higher shear map is derived from a canonical transformation. A continuous analog of the higher shear map is also derived. The method of maps (Punjabi et al 1994 J. Plasma Phys. 52 91) is used to calculate the average shear, stochastic broadening of the ideal separatrix near the X-point in the principal plane of the tokamak, loss of poloidal magnetic flux from inside the ideal separatrix, magnetic footprint on the collector plate, and its area, and the radial diffusion coefficient of magnetic field lines near the X-point. It is found that the width of the stochastic layer near the X-point and the loss of poloidal flux from inside the ideal separatrix scale linearly with average shear. The area of magnetic footprints scales roughly linearly with average shear. Linear scaling of the area is quite good when the average shear is greater than or equal to 1.25. When the average shear is in the range 1.1-1.25, the area of the footprint fluctuates (as a function of average shear) and scales faster than linear scaling. Radial diffusion of field lines near the X-point increases very rapidly by about four orders of magnitude as average shear increases from about 1.15 to 1.5. For higher values of average shear, diffusion increases linearly, and comparatively very slowly. The very slow scaling of the radial diffusion of the field can flatten the plasma pressure gradient near the separatrix, and lead to the elimination of type-I edge localized modes.

Brownian dynamics without Green's functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Delong, Steven; Donev, Aleksandar, E-mail: donev@courant.nyu.edu; Usabiaga, Florencio Balboa

2014-04-07

We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions “on the fly.” Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. Thismore » is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.« less

Groundwater management under uncertainty using a stochastic multi-cell model

NASA Astrophysics Data System (ADS)

Joodavi, Ata; Zare, Mohammad; Ziaei, Ali Naghi; Ferré, Ty P. A.

2017-08-01

The optimization of spatially complex groundwater management models over long time horizons requires the use of computationally efficient groundwater flow models. This paper presents a new stochastic multi-cell lumped-parameter aquifer model that explicitly considers uncertainty in groundwater recharge. To achieve this, the multi-cell model is combined with the constrained-state formulation method. In this method, the lower and upper bounds of groundwater heads are incorporated into the mass balance equation using indicator functions. This provides expressions for the means, variances and covariances of the groundwater heads, which can be included in the constraint set in an optimization model. This method was used to formulate two separate stochastic models: (i) groundwater flow in a two-cell aquifer model with normal and non-normal distributions of groundwater recharge; and (ii) groundwater management in a multiple cell aquifer in which the differences between groundwater abstractions and water demands are minimized. The comparison between the results obtained from the proposed modeling technique with those from Monte Carlo simulation demonstrates the capability of the proposed models to approximate the means, variances and covariances. Significantly, considering covariances between the heads of adjacent cells allows a more accurate estimate of the variances of the groundwater heads. Moreover, this modeling technique requires no discretization of state variables, thus offering an efficient alternative to computationally demanding methods.

The Stochastic Dynamics of Filopodial Growth

NASA Astrophysics Data System (ADS)

Papoian, Garegin A.; Lan, Yueheng; Zhuravlev, Pavel

2008-03-01

A filopodium is a cytoplasmic projection, exquisitely built and regulated, which extends from the leading edge of the migrating cell, exploring the cell's neighborhood. Commonly, filopodia grow and retract after their initiation, exhibiting rich dynamical behaviors. We model the growth of a filopodium based on a stochastic description which incorporates mechanical, physical and biochemical components. Our model provides a full stochastic treatment of the actin monomer diffusion and polymerization of each individual actin filament under stress of the fluctuating membrane. We have investigated the length distribution of individual filaments in a growing filopodium and studied how it depends on various physical parameters. The distribution of filament lengths turned out to be narrow, which we explained by the negative feedback created by the membrane load and monomeric G-actin gradient. We also discovered that filopodial growth is strongly diminished upon increasing retrograde flow, suggesting that regulating the retrograde flow rate would be a highly efficient way to control filopodial extension dynamics. The filopodial length increases as the membrane fluctuations decrease, which we attributed to the unequal loading of the mem- brane force among individual filaments, which, in turn, results in larger average polymerization rates. We also observed significant diffusional noise of G-actin monomers, which leads to smaller G-actin flux along the filopodial tube compared with the prediction using the diffusion equation.

AGN jet-driven stochastic cold accretion in cluster cores

NASA Astrophysics Data System (ADS)

Prasad, Deovrat; Sharma, Prateek; Babul, Arif

2017-10-01

Several arguments suggest that stochastic condensation of cold gas and its accretion on to the central supermassive black hole (SMBH) is essential for active galactic nuclei (AGNs) feedback to work in the most massive galaxies that lie at the centres of galaxy clusters. Our 3-D hydrodynamic AGN jet-ICM (intracluster medium) simulations, looking at the detailed angular momentum distribution of cold gas and its time variability for the first time, show that the angular momentum of the cold gas crossing ≲1 kpc is essentially isotropic. With almost equal mass in clockwise and counterclockwise orientations, we expect a cancellation of the angular momentum on roughly the dynamical time. This means that a compact accretion flow with a short viscous time ought to form, through which enough accretion power can be channeled into jet mechanical energy sufficiently quickly to prevent a cooling flow. The inherent stochasticity, expected in feedback cycles driven by cold gas condensation, gives rise to a large variation in the cold gas mass at the centres of galaxy clusters, for similar cluster and SMBH masses, in agreement with the observations. Such correlations are expected to be much tighter for the smoother hot/Bondi accretion. The weak correlation between cavity power and Bondi power obtained from our simulations also matches observations.

Chance-Constrained System of Systems Based Operation of Power Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kargarian, Amin; Fu, Yong; Wu, Hongyu

In this paper, a chance-constrained system of systems (SoS) based decision-making approach is presented for stochastic scheduling of power systems encompassing active distribution grids. Based on the concept of SoS, the independent system operator (ISO) and distribution companies (DISCOs) are modeled as self-governing systems. These systems collaborate with each other to run the entire power system in a secure and economic manner. Each self-governing system accounts for its local reserve requirements and line flow constraints with respect to the uncertainties of load and renewable energy resources. A set of chance constraints are formulated to model the interactions between the ISOmore » and DISCOs. The proposed model is solved by using analytical target cascading (ATC) method, a distributed optimization algorithm in which only a limited amount of information is exchanged between collaborative ISO and DISCOs. In this paper, a 6-bus and a modified IEEE 118-bus power systems are studied to show the effectiveness of the proposed algorithm.« less

Zonal flow as pattern formation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parker, Jeffrey B.; Krommes, John A.

2013-10-15

Zonal flows are well known to arise spontaneously out of turbulence. We show that for statistically averaged equations of the stochastically forced generalized Hasegawa-Mima model, steady-state zonal flows, and inhomogeneous turbulence fit into the framework of pattern formation. There are many implications. First, the wavelength of the zonal flows is not unique. Indeed, in an idealized, infinite system, any wavelength within a certain continuous band corresponds to a solution. Second, of these wavelengths, only those within a smaller subband are linearly stable. Unstable wavelengths must evolve to reach a stable wavelength; this process manifests as merging jets.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Faranda, Davide, E-mail: davide.faranda@cea.fr; Dubrulle, Bérengère; Daviaud, François

We introduce a novel way to extract information from turbulent datasets by applying an Auto Regressive Moving Average (ARMA) statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded time series to a discrete version of a stochastic differential equation which is able to describe the correlation structure in the dataset. We introduce a new index Υ that measures the difference between the resulting analysis and the Obukhov model of turbulence, the simplest stochastic model reproducing both Richardson law and the Kolmogorov spectrum. We test themore » method on datasets measured in a von Kármán swirling flow experiment. We found that the ARMA analysis is well correlated with spatial structures of the flow, and can discriminate between two different flows with comparable mean velocities, obtained by changing the forcing. Moreover, we show that the Υ is highest in regions where shear layer vortices are present, thereby establishing a link between deviations from the Kolmogorov model and coherent structures. These deviations are consistent with the ones observed by computing the Hurst exponents for the same time series. We show that some salient features of the analysis are preserved when considering global instead of local observables. Finally, we analyze flow configurations with multistability features where the ARMA technique is efficient in discriminating different stability branches of the system.« less

Inverse modeling of hydraulic tests in fractured crystalline rock based on a transition probability geostatistical approach

NASA Astrophysics Data System (ADS)

Blessent, Daniela; Therrien, René; Lemieux, Jean-Michel

2011-12-01

This paper presents numerical simulations of a series of hydraulic interference tests conducted in crystalline bedrock at Olkiluoto (Finland), a potential site for the disposal of the Finnish high-level nuclear waste. The tests are in a block of crystalline bedrock of about 0.03 km3 that contains low-transmissivity fractures. Fracture density, orientation, and fracture transmissivity are estimated from Posiva Flow Log (PFL) measurements in boreholes drilled in the rock block. On the basis of those data, a geostatistical approach relying on a transitional probability and Markov chain models is used to define a conceptual model based on stochastic fractured rock facies. Four facies are defined, from sparsely fractured bedrock to highly fractured bedrock. Using this conceptual model, three-dimensional groundwater flow is then simulated to reproduce interference pumping tests in either open or packed-off boreholes. Hydraulic conductivities of the fracture facies are estimated through automatic calibration using either hydraulic heads or both hydraulic heads and PFL flow rates as targets for calibration. The latter option produces a narrower confidence interval for the calibrated hydraulic conductivities, therefore reducing the associated uncertainty and demonstrating the usefulness of the measured PFL flow rates. Furthermore, the stochastic facies conceptual model is a suitable alternative to discrete fracture network models to simulate fluid flow in fractured geological media.

Stochastic Simulation of Lagrangian Particle Transport in Turbulent Flows

NASA Astrophysics Data System (ADS)

Sun, Guangyuan

This dissertation presents the development and validation of the One Dimensional Turbulence (ODT) multiphase model in the Lagrangian reference frame. ODT is a stochastic model that captures the full range of length and time scales and provides statistical information on fine-scale turbulent-particle mixing and transport at low computational cost. The flow evolution is governed by a deterministic solution of the viscous processes and a stochastic representation of advection through stochastic domain mapping processes. The three algorithms for Lagrangian particle transport are presented within the context of the ODT approach. The Type-I and -C models consider the particle-eddy interaction as instantaneous and continuous change of the particle position and velocity, respectively. The Type-IC model combines the features of the Type-I and -C models. The models are applied to the multi-phase flows in the homogeneous decaying turbulence and turbulent round jet. Particle dispersion, dispersion coefficients, and velocity statistics are predicted and compared with experimental data. The models accurately reproduces the experimental data sets and capture particle inertial effects and trajectory crossing effect. A new adjustable particle parameter is introduced into the ODT model, and sensitivity analysis is performed to facilitate parameter estimation and selection. A novel algorithm of the two-way momentum coupling between the particle and carrier phases is developed in the ODT multiphase model. Momentum exchange between the phases is accounted for through particle source terms in the viscous diffusion. The source term is implemented in eddy events through a new kernel transformation and an iterative procedure is required for eddy selection. This model is applied to a particle-laden turbulent jet flow, and simulation results are compared with experimental measurements. The effect of particle addition on the velocities of the gas phase is investigated. The development of particle velocity and particle number distribution are illustrated. The simulation results indicate that the model qualitatively captures the turbulent modulation with the presence of difference particle classes with different solid loadings. The model is then extended to simulate temperature evolution of the particles in a nonisothermal hot jet, in which heat transfer between the particles and gas is considered. The flow is bounded by a wall on the one side of the domain. The simulations are performed over a range of particle inertia and thermal relaxation time scales and different initial particle locations. The present study investigates the post-blast-phase mixing between the particles, the environment that is intended to heat them up, and the ambient environment that dilutes the jet flow. The results indicate that the model can qualitatively predict the important particle statistics in jet flame.

Review Article: Advances in modeling of bed particle entrainment sheared by turbulent flow

NASA Astrophysics Data System (ADS)

Dey, Subhasish; Ali, Sk Zeeshan

2018-06-01

Bed particle entrainment by turbulent wall-shear flow is a key topic of interest in hydrodynamics because it plays a major role to govern the planetary morphodynamics. In this paper, the state-of-the-art review of the essential mechanisms governing the bed particle entrainment by turbulent wall-shear flow and their mathematical modeling is presented. The paper starts with the appraisal of the earlier multifaceted ideas in modeling the particle entrainment highlighting the rolling, sliding, and lifting modes of entrainment. Then, various modeling approaches of bed particle entrainment, such as deterministic, stochastic, and spatiotemporal approaches, are critically analyzed. The modeling criteria of particle entrainment are distinguished for hydraulically smooth, transitional, and rough flow regimes. In this context, the responses of particle size, particle exposure, and packing condition to the near-bed turbulent flow that shears the particles to entrain are discussed. From the modern experimental outcomes, the conceptual mechanism of particle entrainment from the viewpoint of near-bed turbulent coherent structures is delineated. As the latest advancement of the subject, the paper sheds light on the origin of the primitive empirical formulations of bed particle entrainment deriving the scaling laws of threshold flow velocity of bed particle motion from the perspective of the phenomenological theory of turbulence. Besides, a model framework that provides a new look on the bed particle entrainment phenomenon stemming from the stochastic-cum-spatiotemporal approach is introduced. Finally, the future scope of research is articulated with open questions.

Chaos in Magnetic Flux Ropes

NASA Astrophysics Data System (ADS)

Gekelman, W. N.; DeHaas, T.; Van Compernolle, B.

2013-12-01

Magnetic Flux Ropes Immersed in a uniform magnetoplasma are observed to twist about themselves, writhe about each other and rotate about a central axis. They are kink unstable and smash into one another as they move. Full three dimensional magnetic field and flows are measured at thousands of time steps. Each collision results in magnetic field line generation and the generation of a quasi-seperatrix layer and induced electric fields. Three dimensional magnetic field lines are computed by conditionally averaging the data using correlation techniques. The permutation entropy1 ,which is related to the Lyapunov exponent, can be calculated from the the time series of the magnetic field data (this is also done with flows) and used to calculate the positions of the data on a Jensen Shannon complexity map2. The location of data on this map indicates if the magnetic fields are stochastic, or fall into regions of minimal or maximal complexity. The complexity is a function of space and time. The complexity map, and analysis will be explained in the course of the talk. Other types of chaotic dynamical models such as the Lorentz, Gissinger and Henon process also fall on the map and can give a clue to the nature of the flux rope turbulence. The ropes fall in the region of the C-H plane where chaotic systems lie. The entropy and complexity change in space and time which reflects the change and possibly type of chaos associated with the ropes. The maps give insight as to the type of chaos (deterministic chaos, fractional diffusion , Levi flights..) and underlying dynamical process. The power spectra of much of the magnetic and flow data is exponential and Lorentzian structures in the time domain are embedded in them. Other quantities such as the Hurst exponent are evaluated for both magnetic fields and plasma flow. Work Supported by a UC-LANL Lab fund and the Basic Plasma Science Facility which is funded by DOE and NSF. 1) C. Bandt, B. Pompe, Phys. Rev. Lett., 88,174102 (2007) 2) O. Russo et al., Phys. Rev. Lett., 99, 154102 (2007), J. Maggs, G.Morales, 55, 085015 (2013)

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

Robust lane detection and tracking using multiple visual cues under stochastic lane shape conditions

NASA Astrophysics Data System (ADS)

Huang, Zhi; Fan, Baozheng; Song, Xiaolin

2018-03-01

As one of the essential components of environment perception techniques for an intelligent vehicle, lane detection is confronted with challenges including robustness against the complicated disturbance and illumination, also adaptability to stochastic lane shapes. To overcome these issues, we proposed a robust lane detection method named classification-generation-growth-based (CGG) operator to the detected lines, whereby the linear lane markings are identified by synergizing multiple visual cues with the a priori knowledge and spatial-temporal information. According to the quality of linear lane fitting, the linear and linear-parabolic models are dynamically switched to describe the actual lane. The Kalman filter with adaptive noise covariance and the region of interests (ROI) tracking are applied to improve the robustness and efficiency. Experiments were conducted with images covering various challenging scenarios. The experimental results evaluate the effectiveness of the presented method for complicated disturbances, illumination, and stochastic lane shapes.

Diffusion of test particles in stochastic magnetic fields for small Kubo numbers.

PubMed

Neuer, Marcus; Spatschek, Karl H

2006-02-01

Motion of charged particles in a collisional plasma with stochastic magnetic field lines is investigated on the basis of the so-called A-Langevin equation. Compared to the previously used A-Langevin model, here finite Larmor radius effects are taken into account. The A-Langevin equation is solved under the assumption that the Lagrangian correlation function for the magnetic field fluctuations is related to the Eulerian correlation function (in Gaussian form) via the Corrsin approximation. The latter is justified for small Kubo numbers. The velocity correlation function, being averaged with respect to the stochastic variables including collisions, leads to an implicit differential equation for the mean square displacement. From the latter, different transport regimes, including the well-known Rechester-Rosenbluth diffusion coefficient, are derived. Finite Larmor radius contributions show a decrease of the diffusion coefficient compared to the guiding center limit. The case of small (or vanishing) mean fields is also discussed.

Dynamic system classifier.

PubMed

Pumpe, Daniel; Greiner, Maksim; Müller, Ewald; Enßlin, Torsten A

2016-07-01

Stochastic differential equations describe well many physical, biological, and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and classify complex dynamical systems is proposed within a Bayesian framework. To this end, we develop a dynamic system classifier (DSC). The DSC first abstracts training data of a system in terms of time-dependent coefficients of the descriptive stochastic differential equation. Thereby the DSC identifies unique correlation structures within the training data. For definiteness we restrict the presentation of the DSC to oscillation processes with a time-dependent frequency ω(t) and damping factor γ(t). Although real systems might be more complex, this simple oscillator captures many characteristic features. The ω and γ time lines represent the abstract system characterization and permit the construction of efficient signal classifiers. Numerical experiments show that such classifiers perform well even in the low signal-to-noise regime.

Numerical Experiments on Advective Transport in Large Three-Dimensional Discrete Fracture Networks

NASA Astrophysics Data System (ADS)

Makedonska, N.; Painter, S. L.; Karra, S.; Gable, C. W.

2013-12-01

Modeling of flow and solute transport in discrete fracture networks is an important approach for understanding the migration of contaminants in impermeable hard rocks such as granite, where fractures provide dominant flow and transport pathways. The discrete fracture network (DFN) model attempts to mimic discrete pathways for fluid flow through a fractured low-permeable rock mass, and may be combined with particle tracking simulations to address solute transport. However, experience has shown that it is challenging to obtain accurate transport results in three-dimensional DFNs because of the high computational burden and difficulty in constructing a high-quality unstructured computational mesh on simulated fractures. An integrated DFN meshing [1], flow, and particle tracking [2] simulation capability that enables accurate flow and particle tracking simulation on large DFNs has recently been developed. The new capability has been used in numerical experiments on advective transport in large DFNs with tens of thousands of fractures and millions of computational cells. The modeling procedure starts from the fracture network generation using a stochastic model derived from site data. A high-quality computational mesh is then generated [1]. Flow is then solved using the highly parallel PFLOTRAN [3] code. PFLOTRAN uses the finite volume approach, which is locally mass conserving and thus eliminates mass balance problems during particle tracking. The flow solver provides the scalar fluxes on each control volume face. From the obtained fluxes the Darcy velocity is reconstructed for each node in the network [4]. Velocities can then be continuously interpolated to any point in the domain of interest, thus enabling random walk particle tracking. In order to describe the flow field on fractures intersections, the control volume cells on intersections are split into four planar polygons, where each polygon corresponds to a piece of a fracture near the intersection line. Thus, computational nodes lying on fracture intersections have four associated velocities, one on each side of the intersection in each fracture plane [2]. This information is used to route particles arriving at the fracture intersection to the appropriate downstream fracture segment. Verified for small DFNs, the new simulation capability allows accurate particle tracking on more realistic representations of fractured rock sites. In the current work we focus on travel time statistics and spatial dispersion and show numerical results in DFNs of different sizes, fracture densities, and transmissivity distributions. [1] Hyman J.D., Gable C.W., Painter S.L., Automated meshing of stochastically generated discrete fracture networks, Abstract H33G-1403, 2011 AGU, San Francisco, CA, 5-9 Dec. [2] N. Makedonska, S. L. Painter, T.-L. Hsieh, Q.M. Bui, and C. W. Gable., Development and verification of a new particle tracking capability for modeling radionuclide transport in discrete fracture networks, Abstract, 2013 IHLRWM, Albuquerque, NM, Apr. 28 - May 3. [3] Lichtner, P.C., Hammond, G.E., Bisht, G., Karra, S., Mills, R.T., and Kumar, J. (2013) PFLOTRAN User's Manual: A Massively Parallel Reactive Flow Code. [4] Painter S.L., Gable C.W., Kelkar S., Pathline tracing on fully unstructured control-volume grids, Computational Geosciences, 16 (4), 2012, 1125-1134.

Hybrid Stochastic Forecasting Model for Management of Large Open Water Reservoir with Storage Function

NASA Astrophysics Data System (ADS)

Kozel, Tomas; Stary, Milos

2017-12-01

The main advantage of stochastic forecasting is fan of possible value whose deterministic method of forecasting could not give us. Future development of random process is described better by stochastic then deterministic forecasting. Discharge in measurement profile could be categorized as random process. Content of article is construction and application of forecasting model for managed large open water reservoir with supply function. Model is based on neural networks (NS) and zone models, which forecasting values of average monthly flow from inputs values of average monthly flow, learned neural network and random numbers. Part of data was sorted to one moving zone. The zone is created around last measurement average monthly flow. Matrix of correlation was assembled only from data belonging to zone. The model was compiled for forecast of 1 to 12 month with using backward month flows (NS inputs) from 2 to 11 months for model construction. Data was got ridded of asymmetry with help of Box-Cox rule (Box, Cox, 1964), value r was found by optimization. In next step were data transform to standard normal distribution. The data were with monthly step and forecast is not recurring. 90 years long real flow series was used for compile of the model. First 75 years were used for calibration of model (matrix input-output relationship), last 15 years were used only for validation. Outputs of model were compared with real flow series. For comparison between real flow series (100% successfully of forecast) and forecasts, was used application to management of artificially made reservoir. Course of water reservoir management using Genetic algorithm (GE) + real flow series was compared with Fuzzy model (Fuzzy) + forecast made by Moving zone model. During evaluation process was founding the best size of zone. Results show that the highest number of input did not give the best results and ideal size of zone is in interval from 25 to 35, when course of management was almost same for all numbers from interval. Resulted course of management was compared with course, which was obtained from using GE + real flow series. Comparing results showed that fuzzy model with forecasted values has been able to manage main malfunction and artificially disorders made by model were founded essential, after values of water volume during management were evaluated. Forecasting model in combination with fuzzy model provide very good results in management of water reservoir with storage function and can be recommended for this purpose.

Statistical characteristic in time-domain of direct current corona-generated audible noise from conductor in corona cage

NASA Astrophysics Data System (ADS)

Li, Xuebao; Cui, Xiang; Lu, Tiebing; Ma, Wenzuo; Bian, Xingming; Wang, Donglai; Hiziroglu, Huseyin

2016-03-01

The corona-generated audible noise (AN) has become one of decisive factors in the design of high voltage direct current (HVDC) transmission lines. The AN from transmission lines can be attributed to sound pressure pulses which are generated by the multiple corona sources formed on the conductor, i.e., transmission lines. In this paper, a detailed time-domain characteristics of the sound pressure pulses, which are generated by the DC corona discharges formed over the surfaces of a stranded conductors, are investigated systematically in a laboratory settings using a corona cage structure. The amplitude of sound pressure pulse and its time intervals are extracted by observing a direct correlation between corona current pulses and corona-generated sound pressure pulses. Based on the statistical characteristics, a stochastic model is presented for simulating the sound pressure pulses due to DC corona discharges occurring on conductors. The proposed stochastic model is validated by comparing the calculated and measured A-weighted sound pressure level (SPL). The proposed model is then used to analyze the influence of the pulse amplitudes and pulse rate on the SPL. Furthermore, a mathematical relationship is found between the SPL and conductor diameter, electric field, and radial distance.

Calculating the Malliavin derivative of some stochastic mechanics problems

PubMed Central

Hauseux, Paul; Hale, Jack S.

2017-01-01

The Malliavin calculus is an extension of the classical calculus of variations from deterministic functions to stochastic processes. In this paper we aim to show in a practical and didactic way how to calculate the Malliavin derivative, the derivative of the expectation of a quantity of interest of a model with respect to its underlying stochastic parameters, for four problems found in mechanics. The non-intrusive approach uses the Malliavin Weight Sampling (MWS) method in conjunction with a standard Monte Carlo method. The models are expressed as ODEs or PDEs and discretised using the finite difference or finite element methods. Specifically, we consider stochastic extensions of; a 1D Kelvin-Voigt viscoelastic model discretised with finite differences, a 1D linear elastic bar, a hyperelastic bar undergoing buckling, and incompressible Navier-Stokes flow around a cylinder, all discretised with finite elements. A further contribution of this paper is an extension of the MWS method to the more difficult case of non-Gaussian random variables and the calculation of second-order derivatives. We provide open-source code for the numerical examples in this paper. PMID:29261776

Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

PubMed

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

Understanding performance measures of reservoirs

NASA Astrophysics Data System (ADS)

McMahon, Thomas A.; Adeloye, Adebayo J.; Zhou, Sen-Lin

2006-06-01

This paper examines 10 reservoir performance metrics including time and volume based reliability, several measures of resilience and vulnerability, drought risk index and sustainability. Both historical and stochastically generated streamflows are considered as inflows to a range of hypothetical storage on four rivers—Earn river in the United Kingdom, Hatchie river in the United States, Richmond river in Australia and the Vis river in South Africa. The monthly stochastic sequences were generated applying an autoregressive lag one model to Box-Cox transformed annual streamflows incorporating parameter uncertainty by the Stedinger-Taylor method and the annual flows disaggregated by the method of fragments.

Stochastic Individual-Based Modeling of Bacterial Growth and Division Using Flow Cytometry.

PubMed

García, Míriam R; Vázquez, José A; Teixeira, Isabel G; Alonso, Antonio A

2017-01-01

A realistic description of the variability in bacterial growth and division is critical to produce reliable predictions of safety risks along the food chain. Individual-based modeling of bacteria provides the theoretical framework to deal with this variability, but it requires information about the individual behavior of bacteria inside populations. In this work, we overcome this problem by estimating the individual behavior of bacteria from population statistics obtained with flow cytometry. For this objective, a stochastic individual-based modeling framework is defined based on standard assumptions during division and exponential growth. The unknown single-cell parameters required for running the individual-based modeling simulations, such as cell size growth rate, are estimated from the flow cytometry data. Instead of using directly the individual-based model, we make use of a modified Fokker-Plank equation. This only equation simulates the population statistics in function of the unknown single-cell parameters. We test the validity of the approach by modeling the growth and division of Pediococcus acidilactici within the exponential phase. Estimations reveal the statistics of cell growth and division using only data from flow cytometry at a given time. From the relationship between the mother and daughter volumes, we also predict that P. acidilactici divide into two successive parallel planes.

River water quality management considering agricultural return flows: application of a nonlinear two-stage stochastic fuzzy programming.

PubMed

Tavakoli, Ali; Nikoo, Mohammad Reza; Kerachian, Reza; Soltani, Maryam

2015-04-01

In this paper, a new fuzzy methodology is developed to optimize water and waste load allocation (WWLA) in rivers under uncertainty. An interactive two-stage stochastic fuzzy programming (ITSFP) method is utilized to handle parameter uncertainties, which are expressed as fuzzy boundary intervals. An iterative linear programming (ILP) is also used for solving the nonlinear optimization model. To accurately consider the impacts of the water and waste load allocation strategies on the river water quality, a calibrated QUAL2Kw model is linked with the WWLA optimization model. The soil, water, atmosphere, and plant (SWAP) simulation model is utilized to determine the quantity and quality of each agricultural return flow. To control pollution loads of agricultural networks, it is assumed that a part of each agricultural return flow can be diverted to an evaporation pond and also another part of it can be stored in a detention pond. In detention ponds, contaminated water is exposed to solar radiation for disinfecting pathogens. Results of applying the proposed methodology to the Dez River system in the southwestern region of Iran illustrate its effectiveness and applicability for water and waste load allocation in rivers. In the planning phase, this methodology can be used for estimating the capacities of return flow diversion system and evaporation and detention ponds.

Resist image quality control via acid diffusion constant and/or photodecomposable quencher concentration in the fabrication of 11 nm half-pitch line-and-space patterns using extreme-ultraviolet lithography

NASA Astrophysics Data System (ADS)

Kozawa, Takahiro; Santillan, Julius Joseph; Itani, Toshiro

2018-05-01

Extreme-ultraviolet (EUV) lithography will be applied to the high-volume production of semiconductor devices with 16 nm half-pitch resolution and is expected to be extended to that of devices with 11 nm half-pitch resolution. With the reduction in the feature sizes, the control of acid diffusion becomes a significant concern. In this study, the dependence of resist image quality on T PEB D acid and photodecomposable quencher concentration was investigated by the Monte Carlo method on the basis of the sensitization and reaction mechanisms of chemically amplified EUV resists. Here, T PEB and D acid are the postexposure baking (PEB) time and the acid diffusion constant, respectively. The resist image quality of 11 nm line-and-space patterns is discussed in terms of line edge roughness (LER) and stochastic defect generation. For the minimization of LER, it is necessary to design and control not only the photodecomposable quencher concentration but also T PEB D acid. In this case, D acid should be adjusted to be 0.3–1.5 nm2 s‑1 for a PEB time of 60 s with optimization of the balance among LER and stochastic pinching and bridging. Even if it is difficult to decrease D acid to the range of 0.3–1.5 nm2 s‑1, the image quality can still be controlled via only the photodecomposable quencher concentration, although LER and stochastic pinching and bridging are slightly increased. In this case, accurate control of the photodecomposable quencher concentration and the reduction in the initial standard deviation of the number of protected units are required.

Stochastic inflation in phase space: is slow roll a stochastic attractor?

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grain, Julien; Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue.more » The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.« less

NASA Tech Briefs, March 2014

NASA Technical Reports Server (NTRS)

2014-01-01

Topics include: Data Fusion for Global Estimation of Forest Characteristics From Sparse Lidar Data; Debris and Ice Mapping Analysis Tool - Database; Data Acquisition and Processing Software - DAPS; Metal-Assisted Fabrication of Biodegradable Porous Silicon Nanostructures; Post-Growth, In Situ Adhesion of Carbon Nanotubes to a Substrate for Robust CNT Cathodes; Integrated PEMFC Flow Field Design for Gravity-Independent Passive Water Removal; Thermal Mechanical Preparation of Glass Spheres; Mechanistic-Based Multiaxial-Stochastic-Strength Model for Transversely-Isotropic Brittle Materials; Methods for Mitigating Space Radiation Effects, Fault Detection and Correction, and Processing Sensor Data; Compact Ka-Band Antenna Feed with Double Circularly Polarized Capability; Dual-Leadframe Transient Liquid Phase Bonded Power Semiconductor Module Assembly and Bonding Process; Quad First Stage Processor: A Four-Channel Digitizer and Digital Beam-Forming Processor; Protective Sleeve for a Pyrotechnic Reefing Line Cutter; Metabolic Heat Regenerated Temperature Swing Adsorption; CubeSat Deployable Log Periodic Dipole Array; Re-entry Vehicle Shape for Enhanced Performance; NanoRacks-Scale MEMS Gas Chromatograph System; Variable Camber Aerodynamic Control Surfaces and Active Wing Shaping Control; Spacecraft Line-of-Sight Stabilization Using LWIR Earth Signature; Technique for Finding Retro-Reflectors in Flash LIDAR Imagery; Novel Hemispherical Dynamic Camera for EVAs; 360 deg Visual Detection and Object Tracking on an Autonomous Surface Vehicle; Simulation of Charge Carrier Mobility in Conducting Polymers; Observational Data Formatter Using CMOR for CMIP5; Propellant Loading Physics Model for Fault Detection Isolation and Recovery; Probabilistic Guidance for Swarms of Autonomous Agents; Reducing Drift in Stereo Visual Odometry; Future Air-Traffic Management Concepts Evaluation Tool; Examination and A Priori Analysis of a Direct Numerical Simulation Database for High-Pressure Turbulent Flows; and Resource-Constrained Application of Support Vector Machines to Imagery.

Challenges in Scale-Resolving Simulations of turbulent wake flows with coherent structures

NASA Astrophysics Data System (ADS)

Pereira, Filipe S.; Eça, Luís; Vaz, Guilherme; Girimaji, Sharath S.

2018-06-01

The objective of this work is to investigate the challenges encountered in Scale-Resolving Simulations (SRS) of turbulent wake flows driven by spatially-developing coherent structures. SRS of practical interest are expressly intended for efficiently computing such flows by resolving only the most important features of the coherent structures and modelling the remainder as stochastic field. The success of SRS methods depends upon three important factors: i) ability to identify key flow mechanisms responsible for the generation of coherent structures; ii) determine the optimum range of resolution required to adequately capture key elements of coherent structures; and iii) ensure that the modelled part is comprised nearly exclusively of fully-developed stochastic turbulence. This study considers the canonical case of the flow around a circular cylinder to address the aforementioned three key issues. It is first demonstrated using experimental evidence that the vortex-shedding instability and flow-structure development involves four important stages. A series of SRS computations of progressively increasing resolution (decreasing cut-off length) are performed. An a priori basis for locating the origin of the coherent structures development is proposed and examined. The criterion is based on the fact that the coherent structures are generated by the Kelvin-Helmholtz (KH) instability. The most important finding is that the key aspects of coherent structures can be resolved only if the effective computational Reynolds number (based on total viscosity) exceeds the critical value of the KH instability in laminar flows. Finally, a quantitative criterion assessing the nature of the unresolved field based on the strain-rate ratio of mean and unresolved fields is examined. The two proposed conditions and rationale offer a quantitative basis for developing "good practice" guidelines for SRS of complex turbulent wake flows with coherent structures.

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Magnetic barriers and their q95 dependence at DIII-D

NASA Astrophysics Data System (ADS)

Volpe, F. A.; Kessler, J.; Ali, H.; Evans, T. E.; Punjabi, A.

2012-05-01

It is well known that externally generated resonant magnetic perturbations (RMPs) can form islands in the plasma edge. In turn, large overlapping islands generate stochastic fields, which are believed to play a role in the avoidance and suppression of edge localized modes (ELMs) at DIII-D. However, large coalescing islands can also generate, in the middle of these stochastic regions, KAM surfaces effectively acting as ‘barriers’ against field-line dispersion and, indirectly, particle diffusion. It was predicted in Ali and Punjabi (2007 Plasma Phys. Control. Fusion 49 1565-82) that such magnetic barriers can form in piecewise analytic DIII-D plasma equilibria. In this work, the formation of magnetic barriers at DIII-D is corroborated by field-line tracing calculations using experimentally constrained EFIT (Lao et al 1985 Nucl. Fusion 25 1611) DIII-D equilibria perturbed to include the vacuum field from the internal coils utilized in the experiments. According to these calculations, the occurrence and location of magnetic barriers depend on the edge safety factor q95. It was thus suggested that magnetic barriers might contribute to narrowing the edge stochastic layer and play an indirect role in the RMPs failing to control ELMs for certain values of q95. The analysis of DIII-D discharges where q95 was varied, however, does not show anti-correlation between barrier formation and ELM suppression.

Numerical Schemes and Computational Studies for Dynamically Orthogonal Equations (Multidisciplinary Simulation, Estimation, and Assimilation Systems: Reports in Ocean Science and Engineering)

DTIC Science & Technology

2011-08-01

heat transfers [49, 52]. However, the DO method has not yet been applied to Boussinesq flows, and the numerical challenges of the DO decomposition for...used a PCE scheme to study mixing in a two-dimensional (2D) microchannel and improved the efficiency of their solution scheme by decoupling the...to several Navier-Stokes flows and their stochastic dynamics has been studied, including mean-mode and mode-mode energy transfers for 2D flows and

Critical behavior in a stochastic model of vector mediated epidemics

NASA Astrophysics Data System (ADS)

Alfinito, E.; Beccaria, M.; Macorini, G.

2016-06-01

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation.

Critical behavior in a stochastic model of vector mediated epidemics.

PubMed

Alfinito, E; Beccaria, M; Macorini, G

2016-06-06

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation.

Shot noise limit of chemically amplified resists with photodecomposable quenchers used for extreme ultraviolet lithography

NASA Astrophysics Data System (ADS)

Kozawa, Takahiro; Santillan, Julius Joseph; Itani, Toshiro

2017-06-01

In lithography using high-energy photons such as an extreme ultraviolet (EUV) radiation, the shot noise of photons is a critical issue. The shot noise is a cause of line edge/width roughness (LER/LWR) and stochastic defect generation and limits the resist performance. In this study, the effects of photodecomposable quenchers were investigated from the viewpoint of the shot noise limit. The latent images of line-and-space patterns with 11 nm half-pitch were calculated using a Monte Carlo method. In the simulation, the effect of secondary electron blur was eliminated to clarify the shot noise limits regarding stochastic phenomena such as LER. The shot noise limit for chemically amplified resists with acid generators and photodecomposable quenchers was approximately the same as that for chemically amplified resists with acid generators and conventional quenchers when the total sensitizer concentration was the same. The effect of photodecomposable quenchers on the shot noise limit was essentially the same as that of acid generators.

Hybrid Stochastic Search Technique based Suboptimal AGC Regulator Design for Power System using Constrained Feedback Control Strategy

NASA Astrophysics Data System (ADS)

Ibraheem, Omveer, Hasan, N.

2010-10-01

A new hybrid stochastic search technique is proposed to design of suboptimal AGC regulator for a two area interconnected non reheat thermal power system incorporating DC link in parallel with AC tie-line. In this technique, we are proposing the hybrid form of Genetic Algorithm (GA) and simulated annealing (SA) based regulator. GASA has been successfully applied to constrained feedback control problems where other PI based techniques have often failed. The main idea in this scheme is to seek a feasible PI based suboptimal solution at each sampling time. The feasible solution decreases the cost function rather than minimizing the cost function.

Method of model reduction and multifidelity models for solute transport in random layered porous media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, Zhijie; Tartakovsky, Alexandre M.

This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a known velocity covariance function. In the hierarchical model, we represent (random) concentration in terms of its cross-sectional average and a variation function. We derive a one-dimensional stochastic advection-dispersion-type equation for the average concentration and a stochastic Poisson equation for the variation function, as well as expressions for the effective velocity and dispersion coefficient. We observe that velocity fluctuations enhance dispersion in a non-monotonic fashion: the dispersionmore » initially increases with correlation length λ, reaches a maximum, and decreases to zero at infinity. Maximum enhancement can be obtained at the correlation length about 0.25 the size of the porous media perpendicular to flow.« less

Isotropic stochastic rotation dynamics

NASA Astrophysics Data System (ADS)

Mühlbauer, Sebastian; Strobl, Severin; Pöschel, Thorsten

2017-12-01

Stochastic rotation dynamics (SRD) is a widely used method for the mesoscopic modeling of complex fluids, such as colloidal suspensions or multiphase flows. In this method, however, the underlying Cartesian grid defining the coarse-grained interaction volumes induces anisotropy. We propose an isotropic, lattice-free variant of stochastic rotation dynamics, termed iSRD. Instead of Cartesian grid cells, we employ randomly distributed spherical interaction volumes. This eliminates the requirement of a grid shift, which is essential in standard SRD to maintain Galilean invariance. We derive analytical expressions for the viscosity and the diffusion coefficient in relation to the model parameters, which show excellent agreement with the results obtained in iSRD simulations. The proposed algorithm is particularly suitable to model systems bound by walls of complex shape, where the domain cannot be meshed uniformly. The presented approach is not limited to SRD but is applicable to any other mesoscopic method, where particles interact within certain coarse-grained volumes.

Predictions of spray combustion interactions

NASA Technical Reports Server (NTRS)

Shuen, J. S.; Solomon, A. S. P.; Faeth, G. M.

1984-01-01

Mean and fluctuating phase velocities; mean particle mass flux; particle size; and mean gas-phase Reynolds stress, composition and temperature were measured in stationary, turbulent, axisymmetric, and flows which conform to the boundary layer approximations while having well-defined initial and boundary conditions in dilute particle-laden jets, nonevaporating sprays, and evaporating sprays injected into a still air environment. Three models of the processes, typical of current practice, were evaluated. The local homogeneous flow and deterministic separated flow models did not provide very satisfactory predictions over the present data base. In contrast, the stochastic separated flow model generally provided good predictions and appears to be an attractive approach for treating nonlinear interphase transport processes in turbulent flows containing particles (drops).

Improving the flow representation in a stochastic programming model for hydropower operations in Chile

NASA Astrophysics Data System (ADS)

Morales, Y.; Olivares, M. A.; Vargas, X.

2015-12-01

This research aims to improve the representation of stochastic water inflows to hydropower plants used in a grid-wide, power production scheduling model in central Chile. The model prescribes the operation of every plant in the system, including hydropower plants located in several basins, and uses stochastic dual dynamic programming (SDDP) with possible inflow scenarios defined from historical records. Each year of record is treated as a sample of weekly inflows to power plants, assuming this intrinsically incorporates spatial and temporal correlations, without any further autocorrelation analysis of the hydrological time series. However, standard good practice suggests the use of synthetic flows instead of raw historical records.The proposed approach generates synthetic inflow scenarios based on hydrological modeling of a few basins in the system and transposition of flows with other basins within so-called homogeneous zones. Hydrologic models use precipitation and temperature as inputs, and therefore this approach requires producing samples of those variables. Development and calibration of these models imply a greater demand of time compared to the purely statistical approach to synthetic flows. This approach requires consideration of the main uses in the basins: agriculture and hydroelectricity. Moreover a geostatistical analysis of the area is analyzed to generate a map that identifies the relationship between the points where the hydrological information is generated and other points of interest within the power system. Consideration of homogeneous zones involves a decrease in the effort required for generation of information compared with hydrological modeling of every point of interest. It is important to emphasize that future scenarios are derived through a probabilistic approach that incorporates the features of the hydrological year type (dry, normal or wet), covering the different possibilities in terms of availability of water resources. We present the results for Maule basin in Chile's Central Interconnected System (SIC).

A continuous stochastic model for non-equilibrium dense gases

NASA Astrophysics Data System (ADS)

Sadr, M.; Gorji, M. H.

2017-12-01

While accurate simulations of dense gas flows far from the equilibrium can be achieved by direct simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order to cope with that, an efficient yet accurate solution algorithm based on the Fokker-Planck approximation of the Enskog equation is devised in this paper; the approximation is very much associated with the Fokker-Planck model derived from the Boltzmann equation by Jenny et al. ["A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion," J. Comput. Phys. 229, 1077-1098 (2010)] and Gorji et al. ["Fokker-Planck model for computational studies of monatomic rarefied gas flows," J. Fluid Mech. 680, 574-601 (2011)]. The idea behind these Fokker-Planck descriptions is to project the dynamics of discrete collisions implied by the molecular encounters into a set of continuous Markovian processes subject to the drift and diffusion. Thereby, the evolution of particles representing the governing stochastic process becomes independent from each other and thus very efficient numerical schemes can be constructed. By close inspection of the Enskog operator, it is observed that the dense gas effects contribute further to the advection of molecular quantities. That motivates a modelling approach where the dense gas corrections can be cast in the extra advection of particles. Therefore, the corresponding Fokker-Planck approximation is derived such that the evolution in the physical space accounts for the dense effects present in the pressure, stress tensor, and heat fluxes. Hence the consistency between the devised Fokker-Planck approximation and the Enskog operator is shown for the velocity moments up to the heat fluxes. For validation studies, a homogeneous gas inside a box besides Fourier, Couette, and lid-driven cavity flow setups is considered. The results based on the Fokker-Planck model are compared with respect to benchmark simulations, where good agreement is found for the flow field along with the transport properties.

DNS, LES and Stochastic Modeling of Turbulent Reacting Flows

DTIC Science & Technology

1994-03-01

NY, 1972. 3 [181 Miller , R. S., Frankel, S. H., Madnia, C. K., and Givi, P., Johnson-Edgeworth Trans- lation for Probability Modeling of Binary Mixing...Givi, " Modeling of Isotropic are also grateful to Richard Miller for many useful discussions. This Reacting Turbulence by a Hybrid Mapping-EDQNM...United State of America * Johnson-Edgeworth Translation for Probability Modeling of Binary Scalar Mixing in Turbulent Flows I R. S. MILLER , S. H

Drop Breakup in Fixed Bed Flows as Model Stochastic Flow Fields

NASA Technical Reports Server (NTRS)

Shaqfeh, Eric S. G.; Mosler, Alisa B.; Patel, Prateek

1999-01-01

We examine drop breakup in a class of stochastic flow fields as a model for the flow through fixed fiber beds and to elucidate the general mechanisms whereby drops breakup in disordered, Lagrangian unsteady flows. Our study consists of two parallel streams of investigation. First, large scale numerical simulations of drop breakup in a class of anisotropic Gaussian fields will be presented. These fields are generated spectrally and have been shown in a previous publication to be exact representations of the flow in a dilute disordered bed of fibers if close interactions between the fibers and the drops are dynamically unimportant. In these simulations the drop shape is represented by second and third order small deformation theories which have been shown to be excellent for the prediction of drop breakup in steady strong flows. We show via these simulations that the mechanisms of drop breakup in these flows are quite different than in steady flows. The predominant mechanism of breakup appears to be very short lived twist breakups. Moreover, the occurrence of breakup events is poorly predicted by either the strength of the local flow in which the drop finds itself at breakup, or the degree of deformation that the drop achieves prior to breakup. It is suggested that a correlation function of both is necessary to be predictive of breakup events. In the second part of our research experiments are presented where the drop deformation and breakup in PDMS/polyisobutylene emulsions is considered. We consider very dilute emulsions such that coalescence is unimportant. The flows considered are simple shear and the flow through fixed fiber beds. Turbidity, small angle light scattering, dichroism and microscopy are used to interrogate the drop deformation process in both flows. It is demonstrated that breakup at very low capillary numbers occurs in both flows but larger drop deformation occurs in the fixed bed flow. Moreover, it is witnessed that breakup in the bed occurs continuously during flow and apparently with uniform probability through the bed length. The drop deformations witnessed in our experiments are larger than those predicted by the numerical simulations, and future plans to investigate these differences are discussed.

Stochastic Simulation of Complex Fluid Flows

DTIC Science & Technology

The PI has developed novel numerical algorithms and computational codes to simulate the Brownian motion of rigidparticles immersed in a viscous fluid...processes and to the design of novel nanofluid materials. Therandom Brownian motion of particles in fluid can be accounted for in fluid-structure

Reevaluation of the Reliability and Usefulness of the Somatic Homologous Recombination Reporter Lines

PubMed Central

Ülker, Bekir; Hommelsheim, Carl Maximilian; Berson, Tobias; Thomas, Stefan; Chandrasekar, Balakumaran; Olcay, Ahmet Can; Berendzen, Kenneth Wayne; Frantzeskakis, Lamprinos

2012-01-01

A widely used approach for assessing genome instability in plants makes use of somatic homologous recombination (SHR) reporter lines. Here, we review the published characteristics and uses of SHR lines. We found a lack of detailed information on these lines and a lack of sufficient evidence that they report only homologous recombination. We postulate that instead of SHR, these lines might be reporting a number of alternative stress-induced stochastic events known to occur at transcriptional, posttranscriptional, and posttranslational levels. We conclude that the reliability and usefulness of the somatic homologous recombination reporter lines requires revision. Thus, more detailed information about these reporter lines is needed before they can be used with confidence to measure genome instability, including the complete sequences of SHR constructs, the genomic location of reporter genes and, importantly, molecular evidence that reconstituted gene expression in these lines is indeed a result of somatic recombination. PMID:23144181

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorji, M. Hossein, E-mail: gorjih@ifd.mavt.ethz.ch; Andric, Nemanja; Jenny, Patrick

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied.more » Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.« less

Stochastic transport models for mixing in variable-density turbulence

NASA Astrophysics Data System (ADS)

Bakosi, J.; Ristorcelli, J. R.

2011-11-01

In variable-density (VD) turbulent mixing, where very-different- density materials coexist, the density fluctuations can be an order of magnitude larger than their mean. Density fluctuations are non-negligible in the inertia terms of the Navier-Stokes equation which has both quadratic and cubic nonlinearities. Very different mixing rates of different materials give rise to large differential accelerations and some fundamentally new physics that is not seen in constant-density turbulence. In VD flows material mixing is active in a sense far stronger than that applied in the Boussinesq approximation of buoyantly-driven flows: the mass fraction fluctuations are coupled to each other and to the fluid momentum. Statistical modeling of VD mixing requires accounting for basic constraints that are not important in the small-density-fluctuation passive-scalar-mixing approximation: the unit-sum of mass fractions, bounded sample space, and the highly skewed nature of the probability densities become essential. We derive a transport equation for the joint probability of mass fractions, equivalent to a system of stochastic differential equations, that is consistent with VD mixing in multi-component turbulence and consistently reduces to passive scalar mixing in constant-density flows.

Assessing flow paths in a karst aquifer based on multiple dye tracing tests using stochastic simulation and the MODFLOW-CFP code

NASA Astrophysics Data System (ADS)

Assari, Amin; Mohammadi, Zargham

2017-09-01

Karst systems show high spatial variability of hydraulic parameters over small distances and this makes their modeling a difficult task with several uncertainties. Interconnections of fractures have a major role on the transport of groundwater, but many of the stochastic methods in use do not have the capability to reproduce these complex structures. A methodology is presented for the quantification of tortuosity using the single normal equation simulation (SNESIM) algorithm and a groundwater flow model. A training image was produced based on the statistical parameters of fractures and then used in the simulation process. The SNESIM algorithm was used to generate 75 realizations of the four classes of fractures in a karst aquifer in Iran. The results from six dye tracing tests were used to assign hydraulic conductivity values to each class of fractures. In the next step, the MODFLOW-CFP and MODPATH codes were consecutively implemented to compute the groundwater flow paths. The 9,000 flow paths obtained from the MODPATH code were further analyzed to calculate the tortuosity factor. Finally, the hydraulic conductivity values calculated from the dye tracing experiments were refined using the actual flow paths of groundwater. The key outcomes of this research are: (1) a methodology for the quantification of tortuosity; (2) hydraulic conductivities, that are incorrectly estimated (biased low) with empirical equations that assume Darcian (laminar) flow with parallel rather than tortuous streamlines; and (3) an understanding of the scale-dependence and non-normal distributions of tortuosity.

The stochastic dynamics of intermittent porescale particle motion

NASA Astrophysics Data System (ADS)

Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

2017-04-01

Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

Stochastic and cyclic deposition of multiple subannual laminae in an urban lake (Twin Lake, Golden Valley, Minnesota, USA)

NASA Astrophysics Data System (ADS)

Myrbo, A.; Ustipak, K.; Demet, B.

2013-12-01

Twin Lake, a small, deep, meromictic urban lake in Minneapolis, Minnesota, annually deposits two to 10 laminae that are distinguished from one another by composition and resulting color. Sediment sources are both autochthonous and allochthonous, including pure and mixed laminae of authigenic calcite, algal organic matter, and diatoms, as well as at least three distinct types of sediment gravity flow deposits. Diagenetic iron sulfide and iron phosphate phases are minor components, but can affect color out of proportion to their abundance. We used L*a*b* color from digital images of a freeze core slab, and petrographic smear slides of individual laminae, to categorize 1080 laminae deposited between 1963 and 2010 CE (based on lead-210 dating). Some causal relationships exist between the ten categories identified: diatom blooms often occur directly above the debris of gravity flows that probably disrupt the phosphate-rich monimolomnion and fertilize the surface waters; calcite whitings only occur after diatom blooms that increase calcite saturation. Stochastic events, as represented by laminae rich in siliciclastics and other terrigenous material, or shallow-water microfossils and carbonate morphologies, are the dominant sediment source. The patterns of cyclic deposition (e.g., summer and winter sedimentation) that produce 'normal' varve couplets in some lakes are continually interrupted by these stochastic events, to such an extent that spectral analysis finds only a weak one-year cycle. Sediments deposited before about 1900, and extending through the entire Holocene sequence (~10m) are varve couplets interrupted by thick (20-90 cm) debris layers, indicating that gravity flows were lower in frequency but greater in magnitude before the historical period, probably due to an increased frequency of disturbance under urban land-use.

Dry-plasma-free chemical etch technique for variability reduction in multi-patterning (Conference Presentation)

NASA Astrophysics Data System (ADS)

Kal, Subhadeep; Mohanty, Nihar; Farrell, Richard A.; Franke, Elliott; Raley, Angelique; Thibaut, Sophie; Pereira, Cheryl; Pillai, Karthik; Ko, Akiteru; Mosden, Aelan; Biolsi, Peter

2017-04-01

Scaling beyond the 7nm technology node demands significant control over the variability down to a few angstroms, in order to achieve reasonable yield. For example, to meet the current scaling targets it is highly desirable to achieve sub 30nm pitch line/space features at back-end of the line (BEOL) or front end of line (FEOL); uniform and precise contact/hole patterning at middle of line (MOL). One of the quintessential requirements for such precise and possibly self-aligned patterning strategies is superior etch selectivity between the target films while other masks/films are exposed. The need to achieve high etch selectivity becomes more evident for unit process development at MOL and BEOL, as a result of low density films choices (compared to FEOL film choices) due to lower temperature budget. Low etch selectivity with conventional plasma and wet chemical etch techniques, causes significant gouging (un-intended etching of etch stop layer, as shown in Fig 1), high line edge roughness (LER)/line width roughness (LWR), non-uniformity, etc. In certain circumstances this may lead to added downstream process stochastics. Furthermore, conventional plasma etches may also have the added disadvantage of plasma VUV damage and corner rounding (Fig. 1). Finally, the above mentioned factors can potentially compromise edge placement error (EPE) and/or yield. Therefore a process flow enabled with extremely high selective etches inherent to film properties and/or etch chemistries is a significant advantage. To improve this etch selectivity for certain etch steps during a process flow, we have to implement alternate highly selective, plasma free techniques in conjunction with conventional plasma etches (Fig 2.). In this article, we will present our plasma free, chemical gas phase etch technique using chemistries that have high selectivity towards a spectrum of films owing to the reaction mechanism ( as shown Fig 1). Gas phase etches also help eliminate plasma damage to the features during the etch process. Herein we will also demonstrate a test case on how a combination or plasma assisted and plasma free etch techniques has the potential to improve process performance of a 193nm immersion based self aligned quandruple patterning (SAQP) for BEOL compliant films (an example shown in Fig 2). In addition, we will also present on the application of gas etches for (1) profile improvement, (2) selective mandrel pull (3) critical dimension trim of mandrels, with an analysis of advantages over conventional techniques in terms of LER and EPE.

A nonparametric stochastic method for generating daily climate-adjusted streamflows

NASA Astrophysics Data System (ADS)

Stagge, J. H.; Moglen, G. E.

2013-10-01

A daily stochastic streamflow generation model is presented, which successfully replicates statistics of the historical streamflow record and can produce climate-adjusted daily time series. A monthly climate model relates general circulation model (GCM)-scale climate indicators to discrete climate-streamflow states, which in turn control parameters in a daily streamflow generation model. Daily flow is generated by a two-state (increasing/decreasing) Markov chain, with rising limb increments randomly sampled from a Weibull distribution and the falling limb modeled as exponential recession. When applied to the Potomac River, a 38,000 km2 basin in the Mid-Atlantic United States, the model reproduces the daily, monthly, and annual distribution and dynamics of the historical streamflow record, including extreme low flows. This method can be used as part of water resources planning, vulnerability, and adaptation studies and offers the advantage of a parsimonious model, requiring only a sufficiently long historical streamflow record and large-scale climate data. Simulation of Potomac streamflows subject to the Special Report on Emissions Scenarios (SRES) A1b, A2, and B1 emission scenarios predict a slight increase in mean annual flows over the next century, with the majority of this increase occurring during the winter and early spring. Conversely, mean summer flows are projected to decrease due to climate change, caused by a shift to shorter, more sporadic rain events. Date of the minimum annual flow is projected to shift 2-5 days earlier by the 2070-2099 period.

The global structure of hot star winds: Constraints from spectropolarimetry

NASA Astrophysics Data System (ADS)

Eversberg, Thomas

2000-11-01

Chapter 1. We present time-series of ultra-high S/N, high resolution spectra of the He II λ 4686 Å emission line in the O4I(n)f supergiant ζ Puppis, the brightest early-type O-star in the sky. These reveal stochastic, variable substructures in the line, which tend to move away from the line-center with time. Similar scaled-up features are well established in the strong winds of Wolf-Rayet stars (the presumed descendants of O stars), where they are explained by outward moving inhomogeneities (e.g., blobs, clumps, shocks) in the winds. If all hot-star winds are clumped like that of ζ Pup, as is plausible, then mass-low rates based on recombination-line intensities will have to be revised downwards. Using a standard `β' velocity law we deduce a value of β = 1.0-1.2 to account for the kinematics of these structures in the wind of ζ Pup. In addition to the small-scale stochastic variations we also find a slow systematic variation of the mean central absorption reversal. Chapter 2. We introduce a new polarimeter unit which, mounted at the Cassegrain focus of any telescope and fiber-connected to a fixed CCD spectrograph, is able to measure all Stokes parameters I, Q, U and V across spectral lines of bright stellar targets and other point sources in a quasi-simultaneous manner. Applying standard reduction techniques for linearly and circularly polarized light we are able to obtain photon-noise limited line polarization. We briefly outline the technical design of the polarimeter unit and the linear algebraic Mueller calculus for obtaining polarization parameters of any point source. In addition, practical limitations of the optical elements are outlined. We present first results obtained with our spectropolarimeter for four bright, hot-star targets: We confirm previous results for Hα in the bright Be star γ Cas and find linear depolarization features across the emission line complex C III/C IV (λ 5696/λ 5808 Å) of the WR+O binary γ2 Vel. We also find circular line polarization in the strongly magnetic Ap star 53 Cam across its Hα absorption line. No obvious line polarization features are seen across Hα in the variable O star θ1 Ori C above the σ ~ 0.2% instrumental level. Chapter 3. We present low resolution (~6 Å), high signal-to noise spectropolarimetric observations obtained with the new William-Wehlau spectropolarimeter for the apparently brightest Wolf-Rayet star in the sky, the 78.5d WR+O binary γ2 Velorum. Quasi- simultaneous monitoring of all four Stokes parameters I(λ), q(λ), u(λ) and v(λ) was carried out over an interval of 31 nights centered on periastron. All emission lines in our observed wavelength interval (5200-6000 Å) show highly stochastic variations over the whole run. The phase-dependent behavior of the excess emission in the C III λ 5696 line can be related to the wind-wind collision phenomenon. Varying features of Stokes q and u are seen across the strong lines, probably as a result of variable electron scattering of mainly continuum light. The spherical symmetry of the WR wind is thus broken by the presence of the O companion and clumping in the WR wind. Similar features in the extended red wing of the C III λ 5696 emission line remain unexplained. No obvious circular line polarization features are seen across any emission line above the 3σ ~ 0.03% instrumental level.

Gas flow meter and method for measuring gas flow rate

DOEpatents

Robertson, Eric P.

2006-08-01

A gas flow rate meter includes an upstream line and two chambers having substantially equal, fixed volumes. An adjustable valve may direct the gas flow through the upstream line to either of the two chambers. A pressure monitoring device may be configured to prompt valve adjustments, directing the gas flow to an alternate chamber each time a pre-set pressure in the upstream line is reached. A method of measuring the gas flow rate measures the time required for the pressure in the upstream line to reach the pre-set pressure. The volume of the chamber and upstream line are known and fixed, thus the time required for the increase in pressure may be used to determine the flow rate of the gas. Another method of measuring the gas flow rate uses two pressure measurements of a fixed volume, taken at different times, to determine the flow rate of the gas.

Heating and cooling system for an on-board gas adsorbent storage vessel

DOEpatents

Tamburello, David A.; Anton, Donald L.; Hardy, Bruce J.; Corgnale, Claudio

2017-06-20

In one aspect, a system for controlling the temperature within a gas adsorbent storage vessel of a vehicle may include an air conditioning system forming a continuous flow loop of heat exchange fluid that is cycled between a heated flow and a cooled flow. The system may also include at least one fluid by-pass line extending at least partially within the gas adsorbent storage vessel. The fluid by-pass line(s) may be configured to receive a by-pass flow including at least a portion of the heated flow or the cooled flow of the heat exchange fluid at one or more input locations and expel the by-pass flow back into the continuous flow loop at one or more output locations, wherein the by-pass flow is directed through the gas adsorbent storage vessel via the by-pass line(s) so as to adjust an internal temperature within the gas adsorbent storage vessel.

Concept for an off-line gain stabilisation method.

PubMed

Pommé, S; Sibbens, G

2004-01-01

Conceptual ideas are presented for an off-line gain stabilisation method for spectrometry, in particular for alpha-particle spectrometry at low count rate. The method involves list mode storage of individual energy and time stamp data pairs. The 'Stieltjes integral' of measured spectra with respect to a reference spectrum is proposed as an indicator for gain instability. 'Exponentially moving averages' of the latter show the gain shift as a function of time. With this information, the data are relocated stochastically on a point-by-point basis.

Identification of independent storm events: Seasonal and spatial variability of times between storms in Alpine area

NASA Astrophysics Data System (ADS)

Iadanzaa, Carla; Rianna, Maura; Orlando, Dario; Ubertini, Lucio; Napolitano, Francesco

2013-10-01

The aim of the paper is the identification of rain events that trigger landslides through the use of an exponential method to separate stochastic independent events. This activity is carried out within the definition of empirical rainfall thresholds for debris flows and shallow landslides. The study area is the Trento district, which is located in the northeast zone of an Alpine area. The work evaluates the factors that affect the variability in space and time of the critical duration of each rain gauge, defined as the minimum dry period duration that separates two rainy periods that are stochastically independent.

SMD-based numerical stochastic perturbation theory

NASA Astrophysics Data System (ADS)

Dalla Brida, Mattia; Lüscher, Martin

2017-05-01

The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously established and the use of higher-order symplectic integration schemes is shown to be highly profitable in this context. For illustration, the gradient-flow coupling in finite volume with Schrödinger functional boundary conditions is computed to two-loop (i.e. NNL) order in the SU(3) gauge theory. The scaling behaviour of the algorithm turns out to be rather favourable in this case, which allows the computations to be driven close to the continuum limit.

Splitting nodes and linking channels: A method for assembling biocircuits from stochastic elementary units

NASA Astrophysics Data System (ADS)

Ferwerda, Cameron; Lipan, Ovidiu

2016-11-01

Akin to electric circuits, we construct biocircuits that are manipulated by cutting and assembling channels through which stochastic information flows. This diagrammatic manipulation allows us to create a method which constructs networks by joining building blocks selected so that (a) they cover only basic processes; (b) it is scalable to large networks; (c) the mean and variance-covariance from the Pauli master equation form a closed system; and (d) given the initial probability distribution, no special boundary conditions are necessary to solve the master equation. The method aims to help with both designing new synthetic signaling pathways and quantifying naturally existing regulatory networks.

Determination of relative phase permeabilities in stochastic model of pore channel distribution by diameter

NASA Astrophysics Data System (ADS)

Zemenkova, M. Y.; Shabarov, A.; Shatalov, A.; Puldas, L.

2018-05-01

The problem of the pore space description and the calculation of relative phase permeabilities (RPP) for two-phase filtration is considered. A technique for constructing a pore-network structure for constant and variable channel diameters is proposed. A description of the design model of RPP based on the capillary pressure curves is presented taking into account the variability of diameters along the length of pore channels. By the example of the calculation analysis for the core samples of the Urnenskoye and Verkhnechonskoye deposits, the possibilities of calculating RPP are shown when using the stochastic distribution of pores by diameters and medium-flow diameters.

Thermal conductivity of heterogeneous mixtures and lunar soils

NASA Technical Reports Server (NTRS)

Vachon, R. I.; Prakouras, A. G.; Crane, R.; Khader, M. S.

1973-01-01

The theoretical evaluation of the effective thermal conductivity of granular materials is discussed with emphasis upon the heat transport properties of lunar soil. The following types of models are compared: probabilistic, parallel isotherm, stochastic, lunar, and a model based on nonlinear heat flow system synthesis.

Network reliability maximization for stochastic-flow network subject to correlated failures using genetic algorithm and tabu\\xA0search

NASA Astrophysics Data System (ADS)

Yeh, Cheng-Ta; Lin, Yi-Kuei; Yang, Jo-Yun

2018-07-01

Network reliability is an important performance index for many real-life systems, such as electric power systems, computer systems and transportation systems. These systems can be modelled as stochastic-flow networks (SFNs) composed of arcs and nodes. Most system supervisors respect the network reliability maximization by finding the optimal multi-state resource assignment, which is one resource to each arc. However, a disaster may cause correlated failures for the assigned resources, affecting the network reliability. This article focuses on determining the optimal resource assignment with maximal network reliability for SFNs. To solve the problem, this study proposes a hybrid algorithm integrating the genetic algorithm and tabu search to determine the optimal assignment, called the hybrid GA-TS algorithm (HGTA), and integrates minimal paths, recursive sum of disjoint products and the correlated binomial distribution to calculate network reliability. Several practical numerical experiments are adopted to demonstrate that HGTA has better computational quality than several popular soft computing algorithms.

Stochastic production phase design for an open pit mining complex with multiple processing streams

NASA Astrophysics Data System (ADS)

Asad, Mohammad Waqar Ali; Dimitrakopoulos, Roussos; van Eldert, Jeroen

2014-08-01

In a mining complex, the mine is a source of supply of valuable material (ore) to a number of processes that convert the raw ore to a saleable product or a metal concentrate for production of the refined metal. In this context, expected variation in metal content throughout the extent of the orebody defines the inherent uncertainty in the supply of ore, which impacts the subsequent ore and metal production targets. Traditional optimization methods for designing production phases and ultimate pit limit of an open pit mine not only ignore the uncertainty in metal content, but, in addition, commonly assume that the mine delivers ore to a single processing facility. A stochastic network flow approach is proposed that jointly integrates uncertainty in supply of ore and multiple ore destinations into the development of production phase design and ultimate pit limit. An application at a copper mine demonstrates the intricacies of the new approach. The case study shows a 14% higher discounted cash flow when compared to the traditional approach.

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

A stochastic vortex structure method for interacting particles in turbulent shear flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad F.; Marshall, Jeffrey S.; Grant, John R.

2018-01-01

In a recent study, we have proposed a new synthetic turbulence method based on stochastic vortex structures (SVSs), and we have demonstrated that this method can accurately predict particle transport, collision, and agglomeration in homogeneous, isotropic turbulence in comparison to direct numerical simulation results. The current paper extends the SVS method to non-homogeneous, anisotropic turbulence. The key element of this extension is a new inversion procedure, by which the vortex initial orientation can be set so as to generate a prescribed Reynolds stress field. After validating this inversion procedure for simple problems, we apply the SVS method to the problem of interacting particle transport by a turbulent planar jet. Measures of the turbulent flow and of particle dispersion, clustering, and collision obtained by the new SVS simulations are shown to compare well with direct numerical simulation results. The influence of different numerical parameters, such as number of vortices and vortex lifetime, on the accuracy of the SVS predictions is also examined.

High-Fidelity Thermal Radiation Models and Measurements for High-Pressure Reacting Laminar and Turbulent Flows

DTIC Science & Technology

2013-06-26

flow code used ( OpenFOAM ) to include differential diffusion and cell-based stochastic RTE solvers. The models were validated by simulation of laminar...wavenumber selection is improved about by a factor of 10. (5) OpenFOAM Improvements for Laminar Flames A laminar-diffusion combustion solver, taking into...account the effects of differential diffusion, was developed within the open source CFD package OpenFOAM [18]. In addition, OpenFOAM was augmented to take

Evaluation of the path integral for flow through random porous media

NASA Astrophysics Data System (ADS)

Westbroek, Marise J. E.; Coche, Gil-Arnaud; King, Peter R.; Vvedensky, Dimitri D.

2018-04-01

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multivariate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to obtain pressure distributions, which are shown to agree with the solutions of the corresponding stochastic differential equation for Dirichlet and Neumann boundary conditions. The extension of our approach to flow through random media in two and three dimensions is discussed.

Impact of a Stochastic Parameterization Scheme on El Nino-Southern Oscillation in the Community Climate System Model

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Berner, J.; Sardeshmukh, P. D.

2017-12-01

Stochastic parameterizations have been used for more than a decade in atmospheric models. They provide a way to represent model uncertainty through representing the variability of unresolved sub-grid processes, and have been shown to have a beneficial effect on the spread and mean state for medium- and extended-range forecasts. There is increasing evidence that stochastic parameterization of unresolved processes can improve the bias in mean and variability, e.g. by introducing a noise-induced drift (nonlinear rectification), and by changing the residence time and structure of flow regimes. We present results showing the impact of including the Stochastically Perturbed Parameterization Tendencies scheme (SPPT) in coupled runs of the National Center for Atmospheric Research (NCAR) Community Atmosphere Model, version 4 (CAM4) with historical forcing. SPPT results in a significant improvement in the representation of the El Nino-Southern Oscillation in CAM4, improving the power spectrum, as well as both the inter- and intra-annual variability of tropical pacific sea surface temperatures. We use a Linear Inverse Modelling framework to gain insight into the mechanisms by which SPPT has improved ENSO-variability.

Stochastic simulation for the propagation of high-frequency acoustic waves through a random velocity field

NASA Astrophysics Data System (ADS)

Lu, B.; Darmon, M.; Leymarie, N.; Chatillon, S.; Potel, C.

2012-05-01

In-service inspection of Sodium-Cooled Fast Reactors (SFR) requires the development of non-destructive techniques adapted to the harsh environment conditions and the examination complexity. From past experiences, ultrasonic techniques are considered as suitable candidates. The ultrasonic telemetry is a technique used to constantly insure the safe functioning of reactor inner components by determining their exact position: it consists in measuring the time of flight of the ultrasonic response obtained after propagation of a pulse emitted by a transducer and its interaction with the targets. While in-service the sodium flow creates turbulences that lead to temperature inhomogeneities, which translates into ultrasonic velocity inhomogeneities. These velocity variations could directly impact the accuracy of the target locating by introducing time of flight variations. A stochastic simulation model has been developed to calculate the propagation of ultrasonic waves in such an inhomogeneous medium. Using this approach, the travel time is randomly generated by a stochastic process whose inputs are the statistical moments of travel times known analytically. The stochastic model predicts beam deviations due to velocity inhomogeneities, which are similar to those provided by a determinist method, such as the ray method.

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Statistical characteristic in time-domain of direct current corona-generated audible noise from conductor in corona cage

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Xuebao, E-mail: lxb08357x@ncepu.edu.cn; Cui, Xiang, E-mail: x.cui@ncepu.edu.cn; Ma, Wenzuo

The corona-generated audible noise (AN) has become one of decisive factors in the design of high voltage direct current (HVDC) transmission lines. The AN from transmission lines can be attributed to sound pressure pulses which are generated by the multiple corona sources formed on the conductor, i.e., transmission lines. In this paper, a detailed time-domain characteristics of the sound pressure pulses, which are generated by the DC corona discharges formed over the surfaces of a stranded conductors, are investigated systematically in a laboratory settings using a corona cage structure. The amplitude of sound pressure pulse and its time intervals aremore » extracted by observing a direct correlation between corona current pulses and corona-generated sound pressure pulses. Based on the statistical characteristics, a stochastic model is presented for simulating the sound pressure pulses due to DC corona discharges occurring on conductors. The proposed stochastic model is validated by comparing the calculated and measured A-weighted sound pressure level (SPL). The proposed model is then used to analyze the influence of the pulse amplitudes and pulse rate on the SPL. Furthermore, a mathematical relationship is found between the SPL and conductor diameter, electric field, and radial distance.« less

Industrial application of ultrasound based in-line rheometry: From stationary to pulsating pipe flow of chocolate suspension in precrystallization process

NASA Astrophysics Data System (ADS)

Ouriev, Boris; Windhab, Erich; Braun, Peter; Birkhofer, Beat

2004-10-01

In-line visualization and on-line characterization of nontransparent fluids becomes an important subject for process development in food and nonfood industries. In our work, a noninvasive Doppler ultrasound-based technique is introduced. Such a technique is applied for investigation of nonstationary flow in the chocolate precrystallization process. Unstable flow conditions were induced by abrupt flow interruption and were followed up by strong flow pulsations in the piping system. While relying on available process information, such as absolute pressures and temperatures, no analyses of flow conditions or characterization of suspension properties could possibly be done. It is obvious that chocolate flow properties are sensitive to flow boundary conditions. Therefore, it becomes essential to perform reliable structure state monitoring and particularly in application to nonstationary flow processes. Such flow instabilities in chocolate processing can often lead to failed product quality with interruption of the mainstream production. As will be discussed, a combination of flow velocity profiles, on-line fit into flow profiles, and pressure difference measurement are sufficient for reliable analyses of fluid properties and flow boundary conditions as well as monitoring of the flow state. Analyses of the flow state and flow properties of chocolate suspension are based on on-line measurement of one-dimensional velocity profiles across the flow channel and their on-line characterization with the power-law model. Conclusions about flow boundary conditions were drawn from a calculated velocity standard mean deviation, the parameters of power-law fit into velocity profiles, and volumetric flow rate information.

Modeling of confined turbulent fluid-particle flows using Eulerian and Lagrangian schemes

NASA Technical Reports Server (NTRS)

Adeniji-Fashola, A.; Chen, C. P.

1990-01-01

Two important aspects of fluid-particulate interaction in dilute gas-particle turbulent flows (the turbulent particle dispersion and the turbulence modulation effects) are addressed, using the Eulerian and Lagrangian modeling approaches to describe the particulate phase. Gradient-diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangina formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. Models proposed for both schemes are used to predict turbulent fully-developed gas-solid vertical pipe flow with reasonable accuracy.

Estimation of Kubo number and correlation length of fluctuating magnetic fields and pressure in BOUT + + edge pedestal collapse simulation

NASA Astrophysics Data System (ADS)

Kim, Jaewook; Lee, W.-J.; Jhang, Hogun; Kaang, H. H.; Ghim, Y.-C.

2017-10-01

Stochastic magnetic fields are thought to be as one of the possible mechanisms for anomalous transport of density, momentum and heat across the magnetic field lines. Kubo number and Chirikov parameter are quantifications of the stochasticity, and previous studies show that perpendicular transport strongly depends on the magnetic Kubo number (MKN). If MKN is smaller than one, diffusion process will follow Rechester-Rosenbluth model; whereas if it is larger than one, percolation theory dominates the diffusion process. Thus, estimation of Kubo number plays an important role to understand diffusion process caused by stochastic magnetic fields. However, spatially localized experimental measurement of fluctuating magnetic fields in a tokamak is difficult, and we attempt to estimate MKNs using BOUT + + simulation data with pedestal collapse. In addition, we calculate correlation length of fluctuating pressures and Chirikov parameters to investigate variation correlation lengths in the simulation. We, then, discuss how one may experimentally estimate MKNs.

Stochastic Optimization for Unit Commitment-A Review

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

2015-07-01

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

Dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model in an oscillating field: the effective-field theory based on the Glauber-type stochastic dynamics

NASA Astrophysics Data System (ADS)

Ertaş, Mehmet; Keskin, Mustafa

2015-06-01

Using the effective-field theory based on the Glauber-type stochastic dynamics (DEFT), we investigate dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model under an oscillating magnetic field. We presented the dynamic phase diagrams in (T/J, h0/J), (D/J, T/J) and (K/J, T/J) planes, where T, h0, D, K and z are the temperature, magnetic field amplitude, crystal-field interaction, biquadratic interaction and the coordination number. The dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and special critical points, as well as re-entrant behavior depending on interaction parameters. We also compare and discuss the results with the results of the same system within the mean-field theory based on the Glauber-type stochastic dynamics and find that some of the dynamic first-order phase lines and special dynamic critical points disappeared in the DEFT calculation.

Algorithms for adaptive stochastic control for a class of linear systems

NASA Technical Reports Server (NTRS)

Toda, M.; Patel, R. V.

1977-01-01

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Lagrangian transport near perturbed periodic lines in three-dimensional unsteady flows

NASA Astrophysics Data System (ADS)

Speetjens, Michel

2015-11-01

Periodic lines formed by continuous strings of periodic points are key organizing entities in the Lagrangian flow topology of certain three-dimensional (3D) time-periodic flows. Such lines generically consist of elliptic and/or hyperbolic points and thus give rise to 3D flow topologies made up of families of concentric closed trajectories embedded in chaotic regions. Weak perturbation destroys the periodic lines and causes said trajectories to coalesce into families of concentric tubes. However, emergence of isolated periodic points near the disintegrating periodic lines and/or partitioning of the original lines into elliptic and hyperbolic segments interrupt the tube formation. This yields incomplete tubes that interact with the (chaotic) environment through their open ends, resulting in intricate and essentially 3D flow topologies These phenomena have been observed in various realistic flows yet the underlying mechanisms are to date only partially understood. This study deepens insight into the (perturbed) Lagrangian dynamics of these flows by way of a linearized representation of the equations of motion near the periodic lines. Predictions on the basis of this investigation are in full (qualitative) agreement with observed behavior in the actual flows

Discrete and broadband electron acceleration in Jupiter's powerful aurora.

PubMed

Mauk, B H; Haggerty, D K; Paranicas, C; Clark, G; Kollmann, P; Rymer, A M; Bolton, S J; Levin, S M; Adriani, A; Allegrini, F; Bagenal, F; Bonfond, B; Connerney, J E P; Gladstone, G R; Kurth, W S; McComas, D J; Valek, P

2017-09-06

The most intense auroral emissions from Earth's polar regions, called discrete for their sharply defined spatial configurations, are generated by a process involving coherent acceleration of electrons by slowly evolving, powerful electric fields directed along the magnetic field lines that connect Earth's space environment to its polar regions. In contrast, Earth's less intense auroras are generally caused by wave scattering of magnetically trapped populations of hot electrons (in the case of diffuse aurora) or by the turbulent or stochastic downward acceleration of electrons along magnetic field lines by waves during transitory periods (in the case of broadband or Alfvénic aurora). Jupiter's relatively steady main aurora has a power density that is so much larger than Earth's that it has been taken for granted that it must be generated primarily by the discrete auroral process. However, preliminary in situ measurements of Jupiter's auroral regions yielded no evidence of such a process. Here we report observations of distinct, high-energy, downward, discrete electron acceleration in Jupiter's auroral polar regions. We also infer upward magnetic-field-aligned electric potentials of up to 400 kiloelectronvolts, an order of magnitude larger than the largest potentials observed at Earth. Despite the magnitude of these upward electric potentials and the expectations from observations at Earth, the downward energy flux from discrete acceleration is less at Jupiter than that caused by broadband or stochastic processes, with broadband and stochastic characteristics that are substantially different from those at Earth.

Scaling of the stochastic broadening from low mn, high mn, and peeling-ballooning magnetic perturbations in the DIII-D tokamak

NASA Astrophysics Data System (ADS)

Zhao, Michael; Punjabi, Alkesh; Ali, Halima

2009-11-01

The equilibrium EFIT data for the DIII-D shot 115467 is used to construct the equilibrium generating function for magnetic field line trajectories in the DIII-D tokamak in natural canonical coordinates [A. Punjabi, and H. Ali, Phys. Plasmas 15, 122502 (2008)]. A canonical transformation is used to construct an area-preserving map for field line trajectories in the natural canonical coordinates in the DIII-D. Maps in natural canonical coordinates have the advantage that natural canonical coordinates can be inverted to calculate real space coordinates (R,Z,φ), and there is no problem in crossing the separatrix. This is not possible for magnetic coordinates [O. Kerwin, A. Punjabi, and H. Ali, Phys. Plasmas 15, 072504 (2008)]. This map is applied to calculate stochastic broadening from the low mn (m,n)=(1,1)+(1,-1); high mn (m,n)=(4,1)+(3,1); and the peeling-ballooning (m,n)=(40,10)+(30,10) magnetic perturbations. In all three cases, the scaling of the widths of stochastic layer near the X-point in the principal plane of the DIII-D deviates at most by 6% from the .5ex1 -.1em/ -.15em.25ex2 power Boozer-Rechester scaling [A. Boozer, and A. Rechester, Phys. Fluids 21, 682 (1978)]. This work is supported by US Department of Energy grants DE-FG02-07ER54937, DE-FG02-01ER54624 and DE-FG02-04ER54793.

A geometric stochastic approach based on marked point processes for road mark detection from high resolution aerial images

NASA Astrophysics Data System (ADS)

Tournaire, O.; Paparoditis, N.

Road detection has been a topic of great interest in the photogrammetric and remote sensing communities since the end of the 70s. Many approaches dealing with various sensor resolutions, the nature of the scene or the wished accuracy of the extracted objects have been presented. This topic remains challenging today as the need for accurate and up-to-date data is becoming more and more important. Based on this context, we will study in this paper the road network from a particular point of view, focusing on road marks, and in particular dashed lines. Indeed, they are very useful clues, for evidence of a road, but also for tasks of a higher level. For instance, they can be used to enhance quality and to improve road databases. It is also possible to delineate the different circulation lanes, their width and functionality (speed limit, special lanes for buses or bicycles...). In this paper, we propose a new robust and accurate top-down approach for dashed line detection based on stochastic geometry. Our approach is automatic in the sense that no intervention from a human operator is necessary to initialise the algorithm or to track errors during the process. The core of our approach relies on defining geometric, radiometric and relational models for dashed lines objects. The model also has to deal with the interactions between the different objects making up a line, meaning that it introduces external knowledge taken from specifications. Our strategy is based on a stochastic method, and in particular marked point processes. Our goal is to find the objects configuration minimising an energy function made-up of a data attachment term measuring the consistency of the image with respect to the objects and a regularising term managing the relationship between neighbouring objects. To sample the energy function, we use Green algorithm's; coupled with a simulated annealing to find its minimum. Results from aerial images at various resolutions are presented showing that our approach is relevant and accurate as it can handle the most frequent layouts of dashed lines. Some issues, for instance, such as the relative weighting of both terms of the energy are also discussed in the conclusion.

The availability of filament ends modulates actin stochastic dynamics in live plant cells

PubMed Central

Li, Jiejie; Staiger, Benjamin H.; Henty-Ridilla, Jessica L.; Abu-Abied, Mohamad; Sadot, Einat; Blanchoin, Laurent; Staiger, Christopher J.

2014-01-01

A network of individual filaments that undergoes incessant remodeling through a process known as stochastic dynamics comprises the cortical actin cytoskeleton in plant epidermal cells. From images at high spatial and temporal resolution, it has been inferred that the regulation of filament barbed ends plays a central role in choreographing actin organization and turnover. How this occurs at a molecular level, whether different populations of ends exist in the array, and how individual filament behavior correlates with the overall architecture of the array are unknown. Here we develop an experimental system to modulate the levels of heterodimeric capping protein (CP) and examine the consequences for actin dynamics, architecture, and cell expansion. Significantly, we find that all phenotypes are the opposite for CP-overexpression (OX) cells compared with a previously characterized cp-knockdown line. Specifically, CP OX lines have fewer filament–filament annealing events, as well as reduced filament lengths and lifetimes. Further, cp-knockdown and OX lines demonstrate the existence of a subpopulation of filament ends sensitive to CP concentration. Finally, CP levels correlate with the biological process of axial cell expansion; for example, epidermal cells from hypocotyls with reduced CP are longer than wild-type cells, whereas CP OX lines have shorter cells. On the basis of these and other genetic studies in this model system, we hypothesize that filament length and lifetime positively correlate with the extent of axial cell expansion in dark-grown hypocotyls. PMID:24523291

Exploring possible relations between optical variability time scales and broad emission line shapes in AGN

NASA Astrophysics Data System (ADS)

Bon, Edi; Jovanović, Predrag; Marziani, Paola; Bon, Nataša; Otašević, Aleksandar

2018-06-01

Here we investigate the connection of broad emission line shapes and continuum light curve variability time scales of type-1 Active Galactic Nuclei (AGN). We developed a new model to describe optical broad emission lines as an accretion disk model of a line profile with additional ring emission. We connect ring radii with orbital time scales derived from optical light curves, and using Kepler's third law, we calculate mass of central supermassive black hole (SMBH). The obtained results for central black hole masses are in a good agreement with other methods. This indicates that the variability time scales of AGN may not be stochastic, but rather connected to the orbital time scales which depend on the central SMBH mass.

Flow Line, Durafill VS, and Dycal toxicity to dental pulp cells: effects of growth factors

PubMed Central

Furey, Alyssa; Hjelmhaug, Julie; Lobner, Doug

2010-01-01

Introduction The objective was to determine the effects of growth factor treatment on dental pulp cell sensitivity to toxicity of two composite restoration materials, Flow Line and Durafill VS, and a calcium hydroxide pulp capping material, Dycal. Methods Toxicity of the dental materials to cultures of primary dental pulp cells was determined by the MTT metabolism assay. The ability of six different growth factors to influence the toxicity was tested. Results A 24 hour exposure to either Flow Line or Durafill VS caused approximately 40% cell death, while Dycal exposure caused approximately 80% cell death. The toxicity of Flow Line and Durafill VS was mediated by oxidative stress. Four of the growth factors tested (BMP-2, BMP-7, EGF, and TGF-β) decreased the basal MTT values while making the cells resistant to Flow Line and Durafill VS toxicity, except BMP-2 which made the cells more sensitive to Flow Line. Treatment with FGF-2 caused no change in basal MTT metabolism, prevented the toxicity of Durafill VS, but increased the toxicity of Flow Line. Treatment with IGF-I increased basal MTT metabolism and made the cells resistant to Flow Line and Durafill VS toxicity. None of the growth factors made the cells resistant to Dycal toxicity. Conclusions The results indicate that growth factors can be used to alter the sensitivity of dental pulp cells to commonly used restoration materials. The growth factors BMP-7, EGF, TGF-β, and IGF-I provided the best profile of effects, making the cells resistant to both Flow Line and Durafill VS toxicity. PMID:20630288

Evolution of the Climate Continuum from the Mid-Miocene Climatic Optimum to the Present

NASA Astrophysics Data System (ADS)

Aswasereelert, W.; Meyers, S. R.; Hinnov, L. A.; Kelly, D.

2011-12-01

The recognition of orbital rhythms in paleoclimate data has led to a rich understanding of climate evolution during the Neogene and Quaternary. In contrast, changes in stochastic variability associated with the transition from unipolar to bipolar glaciation have received less attention, although the stochastic component likely preserves key insights about climate. In this study, we seek to evaluate the dominance and character of stochastic climate energy since the Middle Miocene Climatic Optimum (~17 Ma). These analyses extend a previous study that suggested diagnostic stochastic responses associated with Northern Hemisphere ice sheet development during the Plio-Pleistocene (Meyers and Hinnov, 2010). A critical and challenging step necessary to conduct the work is the conversion of depth data to time data. We investigate climate proxy datasets using multiple time scale hypotheses, including depth-derived time scales, sedimentologic/geochemical "tuning", minimal orbital tuning, and comprehensive orbital tuning. To extract the stochastic component of climate, and also explore potential relationships between the orbital parameters and paleoclimate response, a number of approaches rooted in Thomson's (1982) multi-taper spectral method (MTM) are applied. Importantly, the MTM technique is capable of separating the spectral "continuum" - a measure of stochastic variability - from the deterministic periodic orbital signals (spectral "lines") preserved in proxy data. Time series analysis of the proxy records using different chronologic approaches allows us to evaluate the sensitivity of our conclusion about stochastic and deterministic orbital processes during the Middle Miocene to present. Moreover, comparison of individual records permits examination of the spatial dependence of the identified climate responses. Meyers, S.R., and Hinnov, L.A. (2010), Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise: Paleoceanography, 25, PA3207, doi:10.1029/2009PA001834. Thomson, D.J. (1982), Spectrum estimation and harmonic analysis: IEEE Proceedings, v. 70, p. 1055-1096.

Stochastic cycle selection in active flow networks.

PubMed

Woodhouse, Francis G; Forrow, Aden; Fawcett, Joanna B; Dunkel, Jörn

2016-07-19

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such nonequilibrium networks. Here we connect concepts from lattice field theory, graph theory, and transition rate theory to understand how topology controls dynamics in a generic model for actively driven flow on a network. Our combined theoretical and numerical analysis identifies symmetry-based rules that make it possible to classify and predict the selection statistics of complex flow cycles from the network topology. The conceptual framework developed here is applicable to a broad class of biological and nonbiological far-from-equilibrium networks, including actively controlled information flows, and establishes a correspondence between active flow networks and generalized ice-type models.

Stochastic cycle selection in active flow networks

NASA Astrophysics Data System (ADS)

Woodhouse, Francis; Forrow, Aden; Fawcett, Joanna; Dunkel, Jorn

2016-11-01

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such non-equilibrium networks. By connecting concepts from lattice field theory, graph theory and transition rate theory, we show how topology controls dynamics in a generic model for actively driven flow on a network. Through theoretical and numerical analysis we identify symmetry-based rules to classify and predict the selection statistics of complex flow cycles from the network topology. Our conceptual framework is applicable to a broad class of biological and non-biological far-from-equilibrium networks, including actively controlled information flows, and establishes a new correspondence between active flow networks and generalized ice-type models.

Stochastic cycle selection in active flow networks

PubMed Central

Woodhouse, Francis G.; Forrow, Aden; Fawcett, Joanna B.; Dunkel, Jörn

2016-01-01

Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds. Despite their ubiquity, little is known about the self-organization principles that govern flow statistics in such nonequilibrium networks. Here we connect concepts from lattice field theory, graph theory, and transition rate theory to understand how topology controls dynamics in a generic model for actively driven flow on a network. Our combined theoretical and numerical analysis identifies symmetry-based rules that make it possible to classify and predict the selection statistics of complex flow cycles from the network topology. The conceptual framework developed here is applicable to a broad class of biological and nonbiological far-from-equilibrium networks, including actively controlled information flows, and establishes a correspondence between active flow networks and generalized ice-type models. PMID:27382186

Internal energy fluctuations of a granular gas under steady uniform shear flow.

PubMed

Brey, J Javier; García de Soria, M I; Maynar, P

2012-09-01

The stochastic properties of the total internal energy of a dilute granular gas in the steady uniform shear flow state are investigated. A recent theory formulated for fluctuations about the homogeneous cooling state is extended by analogy with molecular systems. The theoretical predictions are compared with molecular dynamics simulation results. Good agreement is found in the limit of weak inelasticity, while systematic and relevant discrepancies are observed when the inelasticity increases. The origin of this behavior is discussed.

A multiple-point geostatistical method for characterizing uncertainty of subsurface alluvial units and its effects on flow and transport

USGS Publications Warehouse

Cronkite-Ratcliff, C.; Phelps, G.A.; Boucher, A.

2012-01-01

This report provides a proof-of-concept to demonstrate the potential application of multiple-point geostatistics for characterizing geologic heterogeneity and its effect on flow and transport simulation. The study presented in this report is the result of collaboration between the U.S. Geological Survey (USGS) and Stanford University. This collaboration focused on improving the characterization of alluvial deposits by incorporating prior knowledge of geologic structure and estimating the uncertainty of the modeled geologic units. In this study, geologic heterogeneity of alluvial units is characterized as a set of stochastic realizations, and uncertainty is indicated by variability in the results of flow and transport simulations for this set of realizations. This approach is tested on a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. Yucca Flat was chosen as a data source for this test case because it includes both complex geologic and hydrologic characteristics and also contains a substantial amount of both surface and subsurface geologic data. Multiple-point geostatistics is used to model geologic heterogeneity in the subsurface. A three-dimensional (3D) model of spatial variability is developed by integrating alluvial units mapped at the surface with vertical drill-hole data. The SNESIM (Single Normal Equation Simulation) algorithm is used to represent geologic heterogeneity stochastically by generating 20 realizations, each of which represents an equally probable geologic scenario. A 3D numerical model is used to simulate groundwater flow and contaminant transport for each realization, producing a distribution of flow and transport responses to the geologic heterogeneity. From this distribution of flow and transport responses, the frequency of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary.

Modeling of Ice Flow and Internal Layers Along a Flow Line Through Swiss Camp in West Greenland

NASA Technical Reports Server (NTRS)

Wang, W. L.; Zwally, H. Jay; Abdalati, W.; Luo, S.; Koblinsky, Chester J. (Technical Monitor)

2001-01-01

An anisotropic ice flow line model is applied to a flow line through Swiss Camp (69.57 N, 49.28 W) in West Greenland to estimate the dates of internal layers detected by Radio-Echo Sounding measurements. The effect of an anisotropic ice fabric on ice flow is incorporated into the steady state flow line model. The stress-strain rate relationship for anisotropic ice is characterized by an enhancement factor based on the laboratory observations of ice deformation under combined compression and shear stresses. By using present-day data of accumulation rate, surface temperature, surface elevation and ice thickness along the flow line as model inputs, a very close agreement is found between the isochrones generated from the model and the observed internal layers with confirmed dates. The results indicate that this part of Greenland ice sheet is primarily in steady state.

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Mastodon

DOE Office of Scientific and Technical Information (OSTI.GOV)

Coleman, Justin Leigh; Veeraraghavan, Swetha; Bolisetti, Chandrakanth

MASTODON has the capability to model stochastic nonlinear soil-structure interaction (NLSSI) in a dynamic probabilistic risk assessment framework. The NLSSI simulations include structural dynamics, time integration, dynamic porous media flow, nonlinear hysteretic soil constitutive models, geometric nonlinearities (gapping, sliding, and uplift). MASTODON is also the MOOSE based master application for dynamic PRA of external hazards.

Linear kinetic theory and particle transport in stochastic mixtures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pomraning, G.C.

We consider the formulation of linear transport and kinetic theory describing energy and particle flow in a random mixture of two or more immiscible materials. Following an introduction, we summarize early and fundamental work in this area, and we conclude with a brief discussion of recent results.

Bayesian Hierarchical Classes Analysis

ERIC Educational Resources Information Center

Leenen, Iwin; Van Mechelen, Iven; Gelman, Andrew; De Knop, Stijn

2008-01-01

Hierarchical classes models are models for "N"-way "N"-mode data that represent the association among the "N" modes and simultaneously yield, for each mode, a hierarchical classification of its elements. In this paper we present a stochastic extension of the hierarchical classes model for two-way two-mode binary data. In line with the original…

Critical behavior in a stochastic model of vector mediated epidemics

PubMed Central

Alfinito, E.; Beccaria, M.; Macorini, G.

2016-01-01

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation. PMID:27264105

Non-intrusive uncertainty quantification of computational fluid dynamics simulations: notes on the accuracy and efficiency

NASA Astrophysics Data System (ADS)

Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher

2017-11-01

Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.

A dual theory of price and value in a meso-scale economic model with stochastic profit rate

NASA Astrophysics Data System (ADS)

Greenblatt, R. E.

2014-12-01

The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

Cao, Lu; Tang, Yu; Chen, Xiaoqian; Zhao, Yong

2015-07-01

In this paper, the Unscented Predictive Filter (UPF) is derived based on unscented transformation for nonlinear estimation, which breaks the confine of conventional sigma-point filters by employing Kalman filter as subject investigated merely. In order to facilitate the new method, the algorithm flow of UPF is given firstly. Then, the theoretical analyses demonstrate that the estimate accuracy of the model error and system for the UPF is higher than that of the conventional PF. Moreover, the authors analyze the stochastic boundedness and the error behavior of Unscented Predictive Filter (UPF) for general nonlinear systems in a stochastic framework. In particular, the theoretical results present that the estimation error remains bounded and the covariance keeps stable if the system׳s initial estimation error, disturbing noise terms as well as the model error are small enough, which is the core part of the UPF theory. All of the results have been demonstrated by numerical simulations for a nonlinear example system. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Forecasting the stochastic demand for inpatient care: the case of the Greek national health system.

PubMed

Boutsioli, Zoe

2010-08-01

The aim of this study is to estimate the unexpected demand of Greek public hospitals. A multivariate model with four explanatory variables is used. These are as follows: the weekend effect, the duty effect, the summer holiday and the official holiday. The method of the ordinary least squares is used to estimate the impact of these variables on the daily hospital emergency admissions series. The forecasted residuals of hospital regressions for each year give the estimated stochastic demand. Daily emergency admissions decline during weekends, summer months and official holidays, and increase on duty hospital days. Stochastic hospital demand varies both among hospitals and over the five-year time period under investigation. Variations among hospitals are larger than time variations. Hospital managers and health policy-makers can be availed by forecasting the future flows of emergent patients. The benefit can be both at managerial and economical level. More advanced models including additional daily variables such as the weather forecasts could provide more accurate estimations.

A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control.

PubMed

Mauricio-Iglesias, Miguel; Montero-Castro, Ignacio; Mollerup, Ane L; Sin, Gürkan

2015-05-15

The design of sewer system control is a complex task given the large size of the sewer networks, the transient dynamics of the water flow and the stochastic nature of rainfall. This contribution presents a generic methodology for the design of a self-optimising controller in sewer systems. Such controller is aimed at keeping the system close to the optimal performance, thanks to an optimal selection of controlled variables. The definition of an optimal performance was carried out by a two-stage optimisation (stochastic and deterministic) to take into account both the overflow during the current rain event as well as the expected overflow given the probability of a future rain event. The methodology is successfully applied to design an optimising control strategy for a subcatchment area in Copenhagen. The results are promising and expected to contribute to the advance of the operation and control problem of sewer systems. Copyright © 2015 Elsevier Ltd. All rights reserved.

An inventory-theory-based interval-parameter two-stage stochastic programming model for water resources management

NASA Astrophysics Data System (ADS)

Suo, M. Q.; Li, Y. P.; Huang, G. H.

2011-09-01

In this study, an inventory-theory-based interval-parameter two-stage stochastic programming (IB-ITSP) model is proposed through integrating inventory theory into an interval-parameter two-stage stochastic optimization framework. This method can not only address system uncertainties with complex presentation but also reflect transferring batch (the transferring quantity at once) and period (the corresponding cycle time) in decision making problems. A case of water allocation problems in water resources management planning is studied to demonstrate the applicability of this method. Under different flow levels, different transferring measures are generated by this method when the promised water cannot be met. Moreover, interval solutions associated with different transferring costs also have been provided. They can be used for generating decision alternatives and thus help water resources managers to identify desired policies. Compared with the ITSP method, the IB-ITSP model can provide a positive measure for solving water shortage problems and afford useful information for decision makers under uncertainty.

Correlation Between the Field Line and Particle Diffusion Coefficients in the Stochastic Fields of a Tokamak

NASA Astrophysics Data System (ADS)

Calvin, Mark; Punjabi, Alkesh

1996-11-01

We use the method of quasi-magnetic surfaces to calculate the correlation between the field line and particle diffusion coefficients. The magnetic topology of a tokamak is perturbed by a spectrum of neighboring resonant resistive modes. The Hamiltonian equations of motion for the field line are integrated numerically. Poincare plots of the quasi-magnetic surfaces are generated initially and after the field line has traversed a considerable distance. From the areas of the quasi-magnetic surfaces and the field line distance, we estimate the field line diffusion coefficient. We start plasma particles on the initial quasi-surface, and calculate the particle diffusion coefficient from our Monte Carlo method (Punjabi A., Boozer A., Lam M., Kim H. and Burke K., J. Plasma Phys.), 44, 405 (1990). We then estimate the correlation between the particle and field diffusion as the strength of the resistive modes is varied.

Characterization of time series via Rényi complexity-entropy curves

NASA Astrophysics Data System (ADS)

Jauregui, M.; Zunino, L.; Lenzi, E. K.; Mendes, R. S.; Ribeiro, H. V.

2018-05-01

One of the most useful tools for distinguishing between chaotic and stochastic time series is the so-called complexity-entropy causality plane. This diagram involves two complexity measures: the Shannon entropy and the statistical complexity. Recently, this idea has been generalized by considering the Tsallis monoparametric generalization of the Shannon entropy, yielding complexity-entropy curves. These curves have proven to enhance the discrimination among different time series related to stochastic and chaotic processes of numerical and experimental nature. Here we further explore these complexity-entropy curves in the context of the Rényi entropy, which is another monoparametric generalization of the Shannon entropy. By combining the Rényi entropy with the proper generalization of the statistical complexity, we associate a parametric curve (the Rényi complexity-entropy curve) with a given time series. We explore this approach in a series of numerical and experimental applications, demonstrating the usefulness of this new technique for time series analysis. We show that the Rényi complexity-entropy curves enable the differentiation among time series of chaotic, stochastic, and periodic nature. In particular, time series of stochastic nature are associated with curves displaying positive curvature in a neighborhood of their initial points, whereas curves related to chaotic phenomena have a negative curvature; finally, periodic time series are represented by vertical straight lines.

Analysis of stochastic characteristics of the Benue River flow process

NASA Astrophysics Data System (ADS)

Otache, Martins Y.; Bakir, Mohammad; Li, Zhijia

2008-05-01

Stochastic characteristics of the Benue River streamflow process are examined under conditions of data austerity. The streamflow process is investigated for trend, non-stationarity and seasonality for a time period of 26 years. Results of trend analyses with Mann-Kendall test show that there is no trend in the annual mean discharges. Monthly flow series examined with seasonal Kendall test indicate the presence of positive change in the trend for some months, especially the months of August, January, and February. For the stationarity test, daily and monthly flow series appear to be stationary whereas at 1%, 5%, and 10% significant levels, the stationarity alternative hypothesis is rejected for the annual flow series. Though monthly flow appears to be stationary going by this test, because of high seasonality, it could be said to exhibit periodic stationarity based on the seasonality analysis. The following conclusions are drawn: (1) There is seasonality in both the mean and variance with unimodal distribution. (2) Days with high mean also have high variance. (3) Skewness coefficients for the months within the dry season period are greater than those of the wet season period, and seasonal autocorrelations for streamflow during dry season are generally larger than those of the wet season. Precisely, they are significantly different for most of the months. (4) The autocorrelation functions estimated “over time” are greater in the absolute value for data that have not been deseasonalised but were initially normalised by logarithmic transformation only, while autocorrelation functions for i = 1, 2, ..., 365 estimated “over realisations” have their coefficients significantly different from other coefficients.

Gesellschaft fuer angewandte Mathematik und Mechanik, Scientific Annual Meeting, Universitaet Hannover, Hanover, Federal Republic of Germany, Apr. 8-12, 1990, Reports

NASA Astrophysics Data System (ADS)

Various papers on applied mathematics and mechanics are presented. Among the individual topics addressed are: dynamical systems with time-varying or unsteady structure, micromechanical modeling of creep rupture, forced vibrations of elastic sandwich plates with thick surface layers, postbuckling of a complete spherical shell under a line load, differential-geometric approach to the multibody system dynamics, stability of an oscillator with stochastic parametric excitation, identification strategies for crack-formation in rotors, identification of physical parameters of FEMs, impact model for elastic and partly plastic impacts on objects, varying delay and stability in dynamical systems. Also discussed are: parameter identification of a hybrid model for vibration analysis using the FEM, vibration behavior of a labyrinth seal with through-flow, similarities in the boundary layer of fiber composite materials, distortion parameter in shell theories, elastoplastic crack problem at finite strain, algorithm for computing effective stiffnesses of plates with periodic structure, plasticity of metal-matrix composites in a mixed stress-strain space formation, constitutive equations in directly formulated plate theories, microbuckling and homogenization for long fiber composites.

Overview of transport and MHD stability study: focusing on the impact of magnetic field topology in the Large Helical Device

NASA Astrophysics Data System (ADS)

Ida, K.; Nagaoka, K.; Inagaki, S.; Kasahara, H.; Evans, T.; Yoshinuma, M.; Kamiya, K.; Ohdach, S.; Osakabe, M.; Kobayashi, M.; Sudo, S.; Itoh, K.; Akiyama, T.; Emoto, M.; Dinklage, A.; Du, X.; Fujii, K.; Goto, M.; Goto, T.; Hasuo, M.; Hidalgo, C.; Ichiguchi, K.; Ishizawa, A.; Jakubowski, M.; Kawamura, G.; Kato, D.; Morita, S.; Mukai, K.; Murakami, I.; Murakami, S.; Narushima, Y.; Nunami, M.; Ohno, N.; Pablant, N.; Sakakibara, S.; Seki, T.; Shimozuma, T.; Shoji, M.; Tanaka, K.; Tokuzawa, T.; Todo, Y.; Wang, H.; Yokoyama, M.; Yamada, H.; Takeiri, Y.; Mutoh, T.; Imagawa, S.; Mito, T.; Nagayama, Y.; Watanabe, K. Y.; Ashikawa, N.; Chikaraishi, H.; Ejiri, A.; Furukawa, M.; Fujita, T.; Hamaguchi, S.; Igami, H.; Isobe, M.; Masuzaki, S.; Morisaki, T.; Motojima, G.; Nagasaki, K.; Nakano, H.; Oya, Y.; Suzuki, C.; Suzuki, Y.; Sakamoto, R.; Sakamoto, M.; Sanpei, A.; Takahashi, H.; Tsuchiya, H.; Tokitani, M.; Ueda, Y.; Yoshimura, Y.; Yamamoto, S.; Nishimura, K.; Sugama, H.; Yamamoto, T.; Idei, H.; Isayama, A.; Kitajima, S.; Masamune, S.; Shinohara, K.; Bawankar, P. S.; Bernard, E.; von Berkel, M.; Funaba, H.; Huang, X. L.; T., Ii; Ido, T.; Ikeda, K.; Kamio, S.; Kumazawa, R.; Kobayashi, T.; Moon, C.; Muto, S.; Miyazawa, J.; Ming, T.; Nakamura, Y.; Nishimura, S.; Ogawa, K.; Ozaki, T.; Oishi, T.; Ohno, M.; Pandya, S.; Shimizu, A.; Seki, R.; Sano, R.; Saito, K.; Sakaue, H.; Takemura, Y.; Tsumori, K.; Tamura, N.; Tanaka, H.; Toi, K.; Wieland, B.; Yamada, I.; Yasuhara, R.; Zhang, H.; Kaneko, O.; Komori, A.; Collaborators

2015-10-01

The progress in the understanding of the physics and the concurrent parameter extension in the large helical device since the last IAEA-FEC, in 2012 (Kaneko O et al 2013 Nucl. Fusion 53 095024), is reviewed. Plasma with high ion and electron temperatures (Ti(0) ˜ Te(0) ˜ 6 keV) with simultaneous ion and electron internal transport barriers is obtained by controlling recycling and heating deposition. A sign flip of the nondiffusive term of impurity/momentum transport (residual stress and convection flow) is observed, which is associated with the formation of a transport barrier. The impact of the topology of three-dimensional magnetic fields (stochastic magnetic fields and magnetic islands) on heat momentum, particle/impurity transport and magnetohydrodynamic stability is also discussed. In the steady state operation, a 48 min discharge with a line-averaged electron density of 1 × 1019 m-3 and with high electron and ion temperatures (Ti(0) ˜ Te(0) ˜ 2 keV), resulting in 3.36 GJ of input energy, is achieved.

Stochastic field-line wandering in magnetic turbulence with shear. I. Quasi-linear theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shalchi, A.; Negrea, M.; Petrisor, I.

2016-07-15

We investigate the random walk of magnetic field lines in magnetic turbulence with shear. In the first part of the series, we develop a quasi-linear theory in order to compute the diffusion coefficient of magnetic field lines. We derive general formulas for the diffusion coefficients in the different directions of space. We like to emphasize that we expect that quasi-linear theory is only valid if the so-called Kubo number is small. We consider two turbulence models as examples, namely, a noisy slab model as well as a Gaussian decorrelation model. For both models we compute the field line diffusion coefficientsmore » and we show how they depend on the aforementioned Kubo number as well as a shear parameter. It is demonstrated that the shear effect reduces all field line diffusion coefficients.« less

Deterministic Factors Overwhelm Stochastic Environmental Fluctuations as Drivers of Jellyfish Outbreaks.

PubMed

Benedetti-Cecchi, Lisandro; Canepa, Antonio; Fuentes, Veronica; Tamburello, Laura; Purcell, Jennifer E; Piraino, Stefano; Roberts, Jason; Boero, Ferdinando; Halpin, Patrick

2015-01-01

Jellyfish outbreaks are increasingly viewed as a deterministic response to escalating levels of environmental degradation and climate extremes. However, a comprehensive understanding of the influence of deterministic drivers and stochastic environmental variations favouring population renewal processes has remained elusive. This study quantifies the deterministic and stochastic components of environmental change that lead to outbreaks of the jellyfish Pelagia noctiluca in the Mediterranen Sea. Using data of jellyfish abundance collected at 241 sites along the Catalan coast from 2007 to 2010 we: (1) tested hypotheses about the influence of time-varying and spatial predictors of jellyfish outbreaks; (2) evaluated the relative importance of stochastic vs. deterministic forcing of outbreaks through the environmental bootstrap method; and (3) quantified return times of extreme events. Outbreaks were common in May and June and less likely in other summer months, which resulted in a negative relationship between outbreaks and SST. Cross- and along-shore advection by geostrophic flow were important concentrating forces of jellyfish, but most outbreaks occurred in the proximity of two canyons in the northern part of the study area. This result supported the recent hypothesis that canyons can funnel P. noctiluca blooms towards shore during upwelling. This can be a general, yet unappreciated mechanism leading to outbreaks of holoplanktonic jellyfish species. The environmental bootstrap indicated that stochastic environmental fluctuations have negligible effects on return times of outbreaks. Our analysis emphasized the importance of deterministic processes leading to jellyfish outbreaks compared to the stochastic component of environmental variation. A better understanding of how environmental drivers affect demographic and population processes in jellyfish species will increase the ability to anticipate jellyfish outbreaks in the future.

Unsteady three-dimensional flow separation

NASA Technical Reports Server (NTRS)

Hui, W. H.

1988-01-01

A concise mathematical framework is constructed to study the topology of steady 3-D separated flows of an incompressible, or a compressible viscous fluid. Flow separation is defined by the existence of a stream surface which intersects with the body surface. The line of separation is itself a skin-friction line. Flow separation is classified as being either regular or singular, depending respectively on whether the line of separation contains only a finite number of singular points or is a singular line of the skin-friction field. The special cases of 2-D and axisymmetric flow separation are shown to be of singular type. In regular separation it is shown that a line of separation originates from a saddle point of separation of the skin-friction field and ends at nodal points of separation. Unsteady flow separation is defined relative to a coordinate system fixed to the body surface. It is shown that separation of an unsteady 3-D incompressible viscous flow at time t, when viewed from such a frame of reference, is topologically the same as that of the fictitious steady flow obtained by freezing the unsteady flow at the instant t. Examples are given showing effects of various forms of flow unsteadiness on flow separation.

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Johnston, Christopher O.; Hosder, Serhat

2016-01-01

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

Analysis and Reduction of Complex Networks Under Uncertainty.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghanem, Roger G

2014-07-31

This effort was a collaboration with Youssef Marzouk of MIT, Omar Knio of Duke University (at the time at Johns Hopkins University) and Habib Najm of Sandia National Laboratories. The objective of this effort was to develop the mathematical and algorithmic capacity to analyze complex networks under uncertainty. Of interest were chemical reaction networks and smart grid networks. The statements of work for USC focused on the development of stochastic reduced models for uncertain networks. The USC team was led by Professor Roger Ghanem and consisted of one graduate student and a postdoc. The contributions completed by the USC teammore » consisted of 1) methodology and algorithms to address the eigenvalue problem, a problem of significance in the stability of networks under stochastic perturbations, 2) methodology and algorithms to characterize probability measures on graph structures with random flows. This is an important problem in characterizing random demand (encountered in smart grid) and random degradation (encountered in infrastructure systems), as well as modeling errors in Markov Chains (with ubiquitous relevance !). 3) methodology and algorithms for treating inequalities in uncertain systems. This is an important problem in the context of models for material failure and network flows under uncertainty where conditions of failure or flow are described in the form of inequalities between the state variables.« less

A method for the stochastic modeling of karstic systems accounting for geophysical data: an example of application in the region of Tulum, Yucatan Peninsula (Mexico)

NASA Astrophysics Data System (ADS)

Vuilleumier, C.; Borghi, A.; Renard, P.; Ottowitz, D.; Schiller, A.; Supper, R.; Cornaton, F.

2013-05-01

The eastern coast of the Yucatan Peninsula, Mexico, contains one of the most developed karst systems in the world. This natural wonder is undergoing increasing pollution threat due to rapid economic development in the region of Tulum, together with a lack of wastewater treatment facilities. A preliminary numerical model has been developed to assess the vulnerability of the resource. Maps of explored caves have been completed using data from two airborne geophysical campaigns. These electromagnetic measurements allow for the mapping of unexplored karstic conduits. The completion of the network map is achieved through a stochastic pseudo-genetic karst simulator, previously developed but adapted as part of this study to account for the geophysical data. Together with the cave mapping by speleologists, the simulated networks are integrated into the finite-element flow-model mesh as pipe networks where turbulent flow is modeled. The calibration of the karstic network parameters (density, radius of the conduits) is conducted through a comparison with measured piezometric levels. Although the proposed model shows great uncertainty, it reproduces realistically the heterogeneous flow of the aquifer. Simulated velocities in conduits are greater than 1 cm s-1, suggesting that the reinjection of Tulum wastewater constitutes a pollution risk for the nearby ecosystems.

Dynamic electrical impedance imaging with the interacting multiple model scheme.

PubMed

Kim, Kyung Youn; Kim, Bong Seok; Kim, Min Chan; Kim, Sin; Isaacson, David; Newell, Jonathan C

2005-04-01

In this paper, an effective dynamical EIT imaging scheme is presented for on-line monitoring of the abruptly changing resistivity distribution inside the object, based on the interacting multiple model (IMM) algorithm. The inverse problem is treated as a stochastic nonlinear state estimation problem with the time-varying resistivity (state) being estimated on-line with the aid of the IMM algorithm. In the design of the IMM algorithm multiple models with different process noise covariance are incorporated to reduce the modeling uncertainty. Simulations and phantom experiments are provided to illustrate the proposed algorithm.

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Xinping, E-mail: exping@126.com

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in eachmore » subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.« less

Particle Acceleration in Mildly Relativistic Shearing Flows: The Interplay of Systematic and Stochastic Effects, and the Origin of the Extended High-energy Emission in AGN Jets

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de

The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parametersmore » applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.« less

On the applicability of low-dimensional models for convective flow reversals at extreme Prandtl numbers

NASA Astrophysics Data System (ADS)

Mannattil, Manu; Pandey, Ambrish; Verma, Mahendra K.; Chakraborty, Sagar

2017-12-01

Constructing simpler models, either stochastic or deterministic, for exploring the phenomenon of flow reversals in fluid systems is in vogue across disciplines. Using direct numerical simulations and nonlinear time series analysis, we illustrate that the basic nature of flow reversals in convecting fluids can depend on the dimensionless parameters describing the system. Specifically, we find evidence of low-dimensional behavior in flow reversals occurring at zero Prandtl number, whereas we fail to find such signatures for reversals at infinite Prandtl number. Thus, even in a single system, as one varies the system parameters, one can encounter reversals that are fundamentally different in nature. Consequently, we conclude that a single general low-dimensional deterministic model cannot faithfully characterize flow reversals for every set of parameter values.

Experimental Investigation of two-phase nitrogen Cryo transfer line

NASA Astrophysics Data System (ADS)

Singh, G. K.; Nimavat, H.; Panchal, R.; Garg, A.; Srikanth, GLN; Patel, K.; Shah, P.; Tanna, V. L.; Pradhan, S.

2017-02-01

A 6-m long liquid nitrogen based cryo transfer line has been designed, developed and tested at IPR. The test objectives include the thermo-hydraulic characteristics of Cryo transfer line under single phase as well as two phase flow conditions. It is always easy in experimentation to investigate the thermo-hydraulic parameters in case of single phase flow of cryogen but it is real challenge when one deals with the two phase flow of cryogen due to availibity of mass flow measurements (direct) under two phase flow conditions. Established models have been reported in the literature where one of the well-known model of Lockhart-Martenelli relationship has been used to determine the value of quality at the outlet of Cryo transfer line. Under homogenous flow conditions, by taking the ratio of the single-phase pressure drop and the two-phase pressure drop, we estimated the quality at the outlet. Based on these equations, vapor quality at the outlet of the transfer line was predicted at different heat loads. Experimental rresults shown that from inlet to outlet, there is a considerable increment in the pressure drop and vapour quality of the outlet depending upon heat load and mass flow rate of nitrogen flowing through the line.

Parametric distribution approach for flow availability in small hydro potential analysis

NASA Astrophysics Data System (ADS)

Abdullah, Samizee; Basri, Mohd Juhari Mat; Jamaluddin, Zahrul Zamri; Azrulhisham, Engku Ahmad; Othman, Jamel

2016-10-01

Small hydro system is one of the important sources of renewable energy and it has been recognized worldwide as clean energy sources. Small hydropower generation system uses the potential energy in flowing water to produce electricity is often questionable due to inconsistent and intermittent of power generated. Potential analysis of small hydro system which is mainly dependent on the availability of water requires the knowledge of water flow or stream flow distribution. This paper presented the possibility of applying Pearson system for stream flow availability distribution approximation in the small hydro system. By considering the stochastic nature of stream flow, the Pearson parametric distribution approximation was computed based on the significant characteristic of Pearson system applying direct correlation between the first four statistical moments of the distribution. The advantage of applying various statistical moments in small hydro potential analysis will have the ability to analyze the variation shapes of stream flow distribution.

Non-fixation for Conservative Stochastic Dynamics on the Line

NASA Astrophysics Data System (ADS)

Basu, Riddhipratim; Ganguly, Shirshendu; Hoffman, Christopher

2018-03-01

We consider activated random walk (ARW), a model which generalizes the stochastic sandpile, one of the canonical examples of self organized criticality. Informally ARW is a particle system on Z with mass conservation. One starts with a mass density {μ > 0} of initially active particles, each of which performs a symmetric random walk at rate one and falls asleep at rate {λ > 0}. Sleepy particles become active on coming in contact with other active particles. We investigate the question of fixation/non-fixation of the process and show for small enough {λ} the critical mass density for fixation is strictly less than one. Moreover, the critical density goes to zero as {λ} tends to zero. This settles a long standing open question.

Regional stochastic generation of streamflows using an ARIMA (1,0,1) process and disaggregation

USGS Publications Warehouse

Armbruster, Jeffrey T.

1979-01-01

An ARIMA (1,0,1) model was calibrated and used to generate long annual flow sequences at three sites in the Juniata River basin, Pennsylvania. The model preserves the mean, variance, and cross correlations of the observed station data. In addition, it has a desirable blend of both high and low frequency characteristics and therefore is capable of preserving the Hurst coefficient, h. The generated annual flows are disaggregated into monthly sequences using a modification of the Valencia-Schaake model. The low-flow frequency and flow duration characteristics of the generated monthly flows, with length equal to the historical data, compare favorably with the historical data. Once the models were verified, 100-year sequences were generated and analyzed for their low flow characteristics. One-, three- and six- month low-flow frequencies at recurrence intervals greater than 10 years are generally found to be lower than flow computed from the historical flows. A method is proposed for synthesizing flows at ungaged sites. (Kosco-USGS)

Multifractal Modeling of Turbulent Mixing

NASA Astrophysics Data System (ADS)

Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.

2017-11-01

Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

Complex groundwater flow systems as traveling agent models

PubMed Central

Padilla, Pablo; Escolero, Oscar; González, Tomas; Morales-Casique, Eric; Osorio-Olvera, Luis

2014-01-01

Analyzing field data from pumping tests, we show that as with many other natural phenomena, groundwater flow exhibits complex dynamics described by 1/f power spectrum. This result is theoretically studied within an agent perspective. Using a traveling agent model, we prove that this statistical behavior emerges when the medium is complex. Some heuristic reasoning is provided to justify both spatial and dynamic complexity, as the result of the superposition of an infinite number of stochastic processes. Even more, we show that this implies that non-Kolmogorovian probability is needed for its study, and provide a set of new partial differential equations for groundwater flow. PMID:25337455

Estimating long-term behavior of periodically driven flows without trajectory integration

NASA Astrophysics Data System (ADS)

Froyland, Gary; Koltai, Péter

2017-05-01

Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction is the augmentation of phase space with an additional time dimension; in this augmented space, the flow becomes autonomous or time-independent. We prove several results concerning the connections between the original time-periodic representation and the time-extended representation, focusing on transport properties. In the deterministic setting, these include single-period outflows and time-asymptotic escape rates from time-parameterized families of sets. We also consider stochastic differential equations with time-periodic advection term. In this stochastic setting one has a time-periodic generator (the differential operator given by the right-hand-side of the corresponding time-periodic Fokker-Planck equation). We define in a natural way an autonomous generator corresponding to the flow on time-extended phase space. We prove relationships between these two generator representations and use these to quantify decay rates of observables and to determine time-periodic families of sets with slow escape rate. Finally, we use the generator on the time-extended phase space to create efficient numerical schemes to implement the various theoretical constructions. These ideas build on the work of Froyland et al (2013 SIAM J. Numer. Anal. 51 223-47), and no expensive time integration is required. We introduce an efficient new hybrid approach, which treats the space and time dimensions separately.

Inertial-Range Reconnection in Magnetohydrodynamic Turbulence and in the Solar Wind.

PubMed

Lalescu, Cristian C; Shi, Yi-Kang; Eyink, Gregory L; Drivas, Theodore D; Vishniac, Ethan T; Lazarian, Alexander

2015-07-10

In situ spacecraft data on the solar wind show events identified as magnetic reconnection with wide outflows and extended "X lines," 10(3)-10(4) times ion scales. To understand the role of turbulence at these scales, we make a case study of an inertial-range reconnection event in a magnetohydrodynamic simulation. We observe stochastic wandering of field lines in space, breakdown of standard magnetic flux freezing due to Richardson dispersion, and a broadened reconnection zone containing many current sheets. The coarse-grain magnetic geometry is like large-scale reconnection in the solar wind, however, with a hyperbolic flux tube or apparent X line extending over integral length scales.

Joint Stochastic Inversion of Pre-Stack 3D Seismic Data and Well Logs for High Resolution Hydrocarbon Reservoir Characterization

NASA Astrophysics Data System (ADS)

Torres-Verdin, C.

2007-05-01

This paper describes the successful implementation of a new 3D AVA stochastic inversion algorithm to quantitatively integrate pre-stack seismic amplitude data and well logs. The stochastic inversion algorithm is used to characterize flow units of a deepwater reservoir located in the central Gulf of Mexico. Conventional fluid/lithology sensitivity analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generates typical Class III AVA responses. On the other hand, layer- dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution. Accordingly, AVA stochastic inversion, which combines the advantages of AVA analysis with those of geostatistical inversion, provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties (P-velocity, S-velocity, density), and lithotype (sand- shale) distributions. The quantitative use of rock/fluid information through AVA seismic amplitude data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, yields accurate 3D models of petrophysical properties such as porosity and permeability. Finally, by fully integrating pre-stack seismic amplitude data and well logs, the vertical resolution of inverted products is higher than that of deterministic inversions methods.

Stochastic control of smart home energy management with plug-in electric vehicle battery energy storage and photovoltaic array

NASA Astrophysics Data System (ADS)

Wu, Xiaohua; Hu, Xiaosong; Moura, Scott; Yin, Xiaofeng; Pickert, Volker

2016-11-01

Energy management strategies are instrumental in the performance and economy of smart homes integrating renewable energy and energy storage. This article focuses on stochastic energy management of a smart home with PEV (plug-in electric vehicle) energy storage and photovoltaic (PV) array. It is motivated by the challenges associated with sustainable energy supplies and the local energy storage opportunity provided by vehicle electrification. This paper seeks to minimize a consumer's energy charges under a time-of-use tariff, while satisfying home power demand and PEV charging requirements, and accommodating the variability of solar power. First, the random-variable models are developed, including Markov Chain model of PEV mobility, as well as predictive models of home power demand and PV power supply. Second, a stochastic optimal control problem is mathematically formulated for managing the power flow among energy sources in the smart home. Finally, based on time-varying electricity price, we systematically examine the performance of the proposed control strategy. As a result, the electric cost is 493.6% less for a Tesla Model S with optimal stochastic dynamic programming (SDP) control relative to the no optimal control case, and it is by 175.89% for a Nissan Leaf.

Shuttle Main Propulsion System LH2 Feed Line and Inducer Simulations

NASA Technical Reports Server (NTRS)

Dorney, Daniel J.; Rothermel, Jeffry

2002-01-01

This viewgraph presentation includes simulations of the unsteady flow field in the LH2 feed line, flow line, flow liner, backing cavity and inducer of Shuttle engine #1. It also evaluates aerodynamic forcing functions which may contribute to the formation of the cracks observed on the flow liner slots. The presentation lists the numerical methods used, and profiles a benchmark test case.

Traffic jam dynamics in stochastic cellular automata

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nagel, K.; Schreckenberg, M.

1995-09-01

Simple models for particles hopping on a grid (cellular automata) are used to simulate (single lane) traffic flow. Despite their simplicity, these models are astonishingly realistic in reproducing start-stop-waves and realistic fundamental diagrams. One can use these models to investigate traffic phenomena near maximum flow. A so-called phase transition at average maximum flow is visible in the life-times of jams. The resulting dynamic picture is consistent with recent fluid-dynamical results by Kuehne/Kerner/Konhaeuser, and with Treiterer`s hysteresis description. This places CA models between car-following models and fluid-dynamical models for traffic flow. CA models are tested in projects in Los Alamos (USA)more » and in NRW (Germany) for large scale microsimulations of network traffic.« less

Extremely rare collapse and build-up of turbulence in stochastic models of transitional wall flows.

PubMed

Rolland, Joran

2018-02-01

This paper presents a numerical and theoretical study of multistability in two stochastic models of transitional wall flows. An algorithm dedicated to the computation of rare events is adapted on these two stochastic models. The main focus is placed on a stochastic partial differential equation model proposed by Barkley. Three types of events are computed in a systematic and reproducible manner: (i) the collapse of isolated puffs and domains initially containing their steady turbulent fraction; (ii) the puff splitting; (iii) the build-up of turbulence from the laminar base flow under a noise perturbation of vanishing variance. For build-up events, an extreme realization of the vanishing variance noise pushes the state from the laminar base flow to the most probable germ of turbulence which in turn develops into a full blown puff. For collapse events, the Reynolds number and length ranges of the two regimes of collapse of laminar-turbulent pipes, independent collapse or global collapse of puffs, is determined. The mean first passage time before each event is then systematically computed as a function of the Reynolds number r and pipe length L in the laminar-turbulent coexistence range of Reynolds number. In the case of isolated puffs, the faster-than-linear growth with Reynolds number of the logarithm of mean first passage time T before collapse is separated in two. One finds that ln(T)=A_{p}r-B_{p}, with A_{p} and B_{p} positive. Moreover, A_{p} and B_{p} are affine in the spatial integral of turbulence intensity of the puff, with the same slope. In the case of pipes initially containing the steady turbulent fraction, the length L and Reynolds number r dependence of the mean first passage time T before collapse is also separated. The author finds that T≍exp[L(Ar-B)] with A and B positive. The length and Reynolds number dependence of T are then discussed in view of the large deviations theoretical approaches of the study of mean first passage times and multistability, where ln(T) in the limit of small variance noise is studied. Two points of view, local noise of small variance and large length, can be used to discuss the exponential dependence in L of T. In particular, it is shown how a T≍exp[L(A^{'}R-B^{'})] can be derived in a conceptual two degrees of freedom model of a transitional wall flow proposed by Dauchot and Manneville. This is done by identifying a quasipotential in low variance noise, large length limit. This pinpoints the physical effects controlling collapse and build-up trajectories and corresponding passage times with an emphasis on the saddle points between laminar and turbulent states. This analytical analysis also shows that these effects lead to the asymmetric probability density function of kinetic energy of turbulence.

Extremely rare collapse and build-up of turbulence in stochastic models of transitional wall flows

NASA Astrophysics Data System (ADS)

Rolland, Joran

2018-02-01

This paper presents a numerical and theoretical study of multistability in two stochastic models of transitional wall flows. An algorithm dedicated to the computation of rare events is adapted on these two stochastic models. The main focus is placed on a stochastic partial differential equation model proposed by Barkley. Three types of events are computed in a systematic and reproducible manner: (i) the collapse of isolated puffs and domains initially containing their steady turbulent fraction; (ii) the puff splitting; (iii) the build-up of turbulence from the laminar base flow under a noise perturbation of vanishing variance. For build-up events, an extreme realization of the vanishing variance noise pushes the state from the laminar base flow to the most probable germ of turbulence which in turn develops into a full blown puff. For collapse events, the Reynolds number and length ranges of the two regimes of collapse of laminar-turbulent pipes, independent collapse or global collapse of puffs, is determined. The mean first passage time before each event is then systematically computed as a function of the Reynolds number r and pipe length L in the laminar-turbulent coexistence range of Reynolds number. In the case of isolated puffs, the faster-than-linear growth with Reynolds number of the logarithm of mean first passage time T before collapse is separated in two. One finds that ln(T ) =Apr -Bp , with Ap and Bp positive. Moreover, Ap and Bp are affine in the spatial integral of turbulence intensity of the puff, with the same slope. In the case of pipes initially containing the steady turbulent fraction, the length L and Reynolds number r dependence of the mean first passage time T before collapse is also separated. The author finds that T ≍exp[L (A r -B )] with A and B positive. The length and Reynolds number dependence of T are then discussed in view of the large deviations theoretical approaches of the study of mean first passage times and multistability, where ln(T ) in the limit of small variance noise is studied. Two points of view, local noise of small variance and large length, can be used to discuss the exponential dependence in L of T . In particular, it is shown how a T ≍exp[L (A'R -B') ] can be derived in a conceptual two degrees of freedom model of a transitional wall flow proposed by Dauchot and Manneville. This is done by identifying a quasipotential in low variance noise, large length limit. This pinpoints the physical effects controlling collapse and build-up trajectories and corresponding passage times with an emphasis on the saddle points between laminar and turbulent states. This analytical analysis also shows that these effects lead to the asymmetric probability density function of kinetic energy of turbulence.

A non-statistical regularization approach and a tensor product decomposition method applied to complex flow data

NASA Astrophysics Data System (ADS)

von Larcher, Thomas; Blome, Therese; Klein, Rupert; Schneider, Reinhold; Wolf, Sebastian; Huber, Benjamin

2016-04-01

Handling high-dimensional data sets like they occur e.g. in turbulent flows or in multiscale behaviour of certain types in Geosciences are one of the big challenges in numerical analysis and scientific computing. A suitable solution is to represent those large data sets in an appropriate compact form. In this context, tensor product decomposition methods currently emerge as an important tool. One reason is that these methods often enable one to attack high-dimensional problems successfully, another that they allow for very compact representations of large data sets. We follow the novel Tensor-Train (TT) decomposition method to support the development of improved understanding of the multiscale behavior and the development of compact storage schemes for solutions of such problems. One long-term goal of the project is the construction of a self-consistent closure for Large Eddy Simulations (LES) of turbulent flows that explicitly exploits the tensor product approach's capability of capturing self-similar structures. Secondly, we focus on a mixed deterministic-stochastic subgrid scale modelling strategy currently under development for application in Finite Volume Large Eddy Simulation (LES) codes. Advanced methods of time series analysis for the databased construction of stochastic models with inherently non-stationary statistical properties and concepts of information theory based on a modified Akaike information criterion and on the Bayesian information criterion for the model discrimination are used to construct surrogate models for the non-resolved flux fluctuations. Vector-valued auto-regressive models with external influences form the basis for the modelling approach [1], [2], [4]. Here, we present the reconstruction capabilities of the two modeling approaches tested against 3D turbulent channel flow data computed by direct numerical simulation (DNS) for an incompressible, isothermal fluid at Reynolds number Reτ = 590 (computed by [3]). References [1] I. Horenko. On identification of nonstationary factor models and its application to atmospherical data analysis. J. Atm. Sci., 67:1559-1574, 2010. [2] P. Metzner, L. Putzig and I. Horenko. Analysis of persistent non-stationary time series and applications. CAMCoS, 7:175-229, 2012. [3] M. Uhlmann. Generation of a temporally well-resolved sequence of snapshots of the flow-field in turbulent plane channel flow. URL: http://www-turbul.ifh.unikarlsruhe.de/uhlmann/reports/produce.pdf, 2000. [4] Th. von Larcher, A. Beck, R. Klein, I. Horenko, P. Metzner, M. Waidmann, D. Igdalov, G. Gassner and C.-D. Munz. Towards a Framework for the Stochastic Modelling of Subgrid Scale Fluxes for Large Eddy Simulation. Meteorol. Z., 24:313-342, 2015.

Computation of saddle point of attachment

NASA Technical Reports Server (NTRS)

Hung, Ching-Mao; Sung, Chao-Ho; Chen, Chung-Lung

1991-01-01

Low-speed flows over a cylinder mounted on a flat plate are studied numerically in order to confirm the existence of a saddle point of attachment in the flow before an obstacle, to analyze the flow characteristics near the saddle point theoretically, and to address the significance of the saddle point of attachment to the construction of external flow structures, the interpretation of experimental surface oil-flow patterns, and the theoretical definition of three-dimensional flow separation. Two numerical codes, one for an incompressible flow and another for a compressible flow, are used for various Mach numbers, Reynolds numbers, grid sizes, and numbers of grid points. It is pointed out that the potential presence of a saddle point of attachment means that a line of 'oil accumulation' from both sides of a skin-friction line emanating outward from a saddle point can be either a line of separation or a line of attachment.

Coupled Finite Volume and Finite Element Method Analysis of a Complex Large-Span Roof Structure

NASA Astrophysics Data System (ADS)

Szafran, J.; Juszczyk, K.; Kamiński, M.

2017-12-01

The main goal of this paper is to present coupled Computational Fluid Dynamics and structural analysis for the precise determination of wind impact on internal forces and deformations of structural elements of a longspan roof structure. The Finite Volume Method (FVM) serves for a solution of the fluid flow problem to model the air flow around the structure, whose results are applied in turn as the boundary tractions in the Finite Element Method problem structural solution for the linear elastostatics with small deformations. The first part is carried out with the use of ANSYS 15.0 computer system, whereas the FEM system Robot supports stress analysis in particular roof members. A comparison of the wind pressure distribution throughout the roof surface shows some differences with respect to that available in the engineering designing codes like Eurocode, which deserves separate further numerical studies. Coupling of these two separate numerical techniques appears to be promising in view of future computational models of stochastic nature in large scale structural systems due to the stochastic perturbation method.

Shortcuts to adiabaticity using flow fields

NASA Astrophysics Data System (ADS)

Patra, Ayoti; Jarzynski, Christopher

2017-12-01

A shortcut to adiabaticity is a recipe for generating adiabatic evolution at an arbitrary pace. Shortcuts have been developed for quantum, classical and (most recently) stochastic dynamics. A shortcut might involve a counterdiabatic (CD) Hamiltonian that causes a system to follow the adiabatic evolution at all times, or it might utilize a fast-forward (FF) potential, which returns the system to the adiabatic path at the end of the process. We develop a general framework for constructing shortcuts to adiabaticity from flow fields that describe the desired adiabatic evolution. Our approach encompasses quantum, classical and stochastic dynamics, and provides surprisingly compact expressions for both CD Hamiltonians and FF potentials. We illustrate our method with numerical simulations of a model system, and we compare our shortcuts with previously obtained results. We also consider the semiclassical connections between our quantum and classical shortcuts. Our method, like the FF approach developed by previous authors, is susceptible to singularities when applied to excited states of quantum systems; we propose a simple, intuitive criterion for determining whether these singularities will arise, for a given excited state.

A Backward-Lagrangian-Stochastic Footprint Model for the Urban Environment

NASA Astrophysics Data System (ADS)

Wang, Chenghao; Wang, Zhi-Hua; Yang, Jiachuan; Li, Qi

2018-02-01

Built terrains, with their complexity in morphology, high heterogeneity, and anthropogenic impact, impose substantial challenges in Earth-system modelling. In particular, estimation of the source areas and footprints of atmospheric measurements in cities requires realistic representation of the landscape characteristics and flow physics in urban areas, but has hitherto been heavily reliant on large-eddy simulations. In this study, we developed physical parametrization schemes for estimating urban footprints based on the backward-Lagrangian-stochastic algorithm, with the built environment represented by street canyons. The vertical profile of mean streamwise velocity is parametrized for the urban canopy and boundary layer. Flux footprints estimated by the proposed model show reasonable agreement with analytical predictions over flat surfaces without roughness elements, and with experimental observations over sparse plant canopies. Furthermore, comparisons of canyon flow and turbulence profiles and the subsequent footprints were made between the proposed model and large-eddy simulation data. The results suggest that the parametrized canyon wind and turbulence statistics, based on the simple similarity theory used, need to be further improved to yield more realistic urban footprint modelling.

Turbulent mixing noise from supersonic jets

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.; Chen, Ping

1994-01-01

There is now a substantial body of theoretical and experimental evidence that the dominant part of the turbulent noise of supersonic jets is generated directly by the large turbulence structures/instability waves of the jet flow. Earlier, Tam and Burton provided a description of the physical mechanism by which supersonically traveling instability waves can generate sound efficiently. They used the method of matched asymptotic expansions to construct an instability wave solution which is valid in the far field. The present work is an extension of the theory of Tam and Burton. It is argued that the instability wave spectrum of the jet may be regarded as generated by stochastic white noise excitation at the nozzle lip region. The reason why the excitation has white noise characteristics is that near the nozzle lip region the flow in the jet mixing layer has no intrinsic length and time scales. The present stochastic wave model theory of supersonic jet noise contains a single unknown multiplicative constant. Comparisons between the calculated noise directivities at selected Strouhal numbers and experimental measurements of a Mach 2 jet at different jet temperatures have been carried out. Favorable agreements are found.

Fractional Stochastic Individuals

DTIC Science & Technology

2013-05-16

0.01 and to an IPL at late times (dashed dark gray line) with index μ− 1 ≈ 0.22. The quality of fit r2 ≥ 0.99 for all ten curves in both regions...34, to appear in Chaos, Solitons & Fractals (2013). [5] C.A. Ellwood, “The Theory of Imitation in Social Psychology”, Am. J. Sociol. 6, 721-741 (1901

Why Evolved Massive Single Stars Create X-rays: Analysis of XMM Observations of WR 6 (EZ CMa)

NASA Astrophysics Data System (ADS)

Gayley, Kenneth

The proposers are US Co-Is on an XMM-Newton proposal that has been awarded a 400 ksec exposure of the Wolf-Rayet star EZ CMa (WR 6). The XMM observations do not currently come with funding for data analysis, so the US Co-Is need separate funding from NASA to be able to carry out the analysis of this important and unique dataset. The reason the data is so important is that it is the longest and highest-resolution X-ray spectrum that has ever been taken of a single Wolf-Rayet star, and it will provide large photon counts as a function of time (to study variability), as a function of phase within the rotation period (to study longitudinal structure), and within each spectral line (to study line shapes and f/i/r ratios). Thus the dataset represents a treasure trove of information about how X-rays are formed in the winds of single Wolf-Rayet stars, which is important to understand because the winds of these stars so completely shroud the underlying hydrostatic object that the only way to study the characteristics and evolution of this important class of supernova and GRB progenitor is by studying its winds. X-rays provide a window into the processes that generate shocks and hot gas in these winds, which in turn may couple to the stellar rotation, pulsations, magnetic fields, and wind acceleration mechanisms, all currently poorly understood for this type of star. Our data analysis will focus on identifying the basic physical processes most likely to be responsible for the X-ray emission. Starting from issues like the total fluxes in lines and continua, we will constrain the energetics involved, and then by considering the details of the line shapes, we can use the line widths, asymmetries, and f/i/r ratios (where applicable) to obtain robust constraints on the location of the hot gas in the wind. Then by considering the temporal variability of the emission, we can distinguish the emission from numerous stochastically distributed shocks, such as from the line-driven instability, from a smaller number of largely coherent structures, perhaps due to magnetic loops or other magnetically induced phenomena. Also, by binning the data by phase over the 3.77 day rotational period of the star, we can probe quasiperiodic longitudinal structure, reminiscent of corotating interaction regions (CIRs) on our own Sun. We will also be able to conclusively verify expectations from previous lower-resolution and lower-photon-count observations, such as that the X-rays will exhibit lines and a thermal continuum suggestive of local shock heating more so than a predominantly nonthermal spectrum. Less certain are the degree of rotational modulation, as opposed to a more constant stochastic background, and whether there will be temporal variability suggestive of features that either come and go on the several-day flow time in the wind, or persist longer over multiple rotations. We need a sustained year-long analysis effort to obtain answers to these questions. The Co-Investigators of this proposal have significant experience analyzing radiative processes in hot-star winds, including Wolf-Rayet winds, and the hydrodynamical and magnetic phenomena that can give rise to shocked X-ray plasma. This was their expected role as Co-Is for the XMM observation, so NASA funding will help make the most of the observing resources already committed.

Stochastic subspace identification for operational modal analysis of an arch bridge

NASA Astrophysics Data System (ADS)

Loh, Chin-Hsiung; Chen, Ming-Che; Chao, Shu-Hsien

2012-04-01

In this paer the application of output-only system identification technique, known as Stochastic Subspace Identification (SSI) algorithms, for civil infrastructures is carried out. The ability of covariance driven stochastic subspace identification (SSI-COV) was proved through the analysis of the ambient data of an arch bridge under operational condition. A newly developed signal processing technique, Singular Spectrum analysis (SSA), capable to smooth noisy signals, is adopted for pre-processing the recorded data before the SSI. The conjunction of SSA and SSICOV provides a useful criterion for the system order determination. With the aim of estimating accurate modal parameters of the structure in off-line analysis, a stabilization diagram is constructed by plotting the identified poles of the system with increasing the size of data Hankel matrix. Identification task of a real structure, Guandu Bridge, is carried out to identify the system natural frequencies and mode shapes. The uncertainty of the identified model parameters from output-only measurement of the bridge under operation condition, such as temperature and traffic loading conditions, is discussed.

Simulation of forming a flat forging

NASA Astrophysics Data System (ADS)

Solomonov, K.; Tishchuk, L.; Fedorinin, N.

2017-11-01

The metal flow in some of the metal shaping processes (rolling, pressing, die forging) is subjected to the regularities which determine the scheme of deformation in the metal samples upsetting. The object of the study was the research of the metal flow picture including the contour of the part, the demarcation lines of the metal flow and the flow lines. We have created an algorithm for constructing the metal flow picture, which is based on the representation of the metal flow demarcation line as an equidistant. Computer and physical simulation of the metal flow picture with the help of various software systems confirms the suggested hypothesis.

Synchronized flow in oversaturated city traffic.

PubMed

Kerner, Boris S; Klenov, Sergey L; Hermanns, Gerhard; Hemmerle, Peter; Rehborn, Hubert; Schreckenberg, Michael

2013-11-01

Based on numerical simulations with a stochastic three-phase traffic flow model, we reveal that moving queues (moving jams) in oversaturated city traffic dissolve at some distance upstream of the traffic signal while transforming into synchronized flow. It is found that, as in highway traffic [Kerner, Phys. Rev. E 85, 036110 (2012)], such a jam-absorption effect in city traffic is explained by a strong driver's speed adaptation: Time headways (space gaps) between vehicles increase upstream of a moving queue (moving jam), resulting in moving queue dissolution. It turns out that at given traffic signal parameters, the stronger the speed adaptation effect, the shorter the mean distance between the signal location and the road location at which moving queues dissolve fully and oversaturated traffic consists of synchronized flow only. A comparison of the synchronized flow in city traffic found in this Brief Report with synchronized flow in highway traffic is made.

Synchronized flow in oversaturated city traffic

NASA Astrophysics Data System (ADS)

Kerner, Boris S.; Klenov, Sergey L.; Hermanns, Gerhard; Hemmerle, Peter; Rehborn, Hubert; Schreckenberg, Michael

2013-11-01

Based on numerical simulations with a stochastic three-phase traffic flow model, we reveal that moving queues (moving jams) in oversaturated city traffic dissolve at some distance upstream of the traffic signal while transforming into synchronized flow. It is found that, as in highway traffic [Kerner, Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.85.036110 85, 036110 (2012)], such a jam-absorption effect in city traffic is explained by a strong driver's speed adaptation: Time headways (space gaps) between vehicles increase upstream of a moving queue (moving jam), resulting in moving queue dissolution. It turns out that at given traffic signal parameters, the stronger the speed adaptation effect, the shorter the mean distance between the signal location and the road location at which moving queues dissolve fully and oversaturated traffic consists of synchronized flow only. A comparison of the synchronized flow in city traffic found in this Brief Report with synchronized flow in highway traffic is made.

Computing diffusivities from particle models out of equilibrium

NASA Astrophysics Data System (ADS)

Embacher, Peter; Dirr, Nicolas; Zimmer, Johannes; Reina, Celia

2018-04-01

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but it is otherwise allowed to undergo arbitrary out-of-equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero-range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.

Study on Effects of the Stochastic Delay Probability for 1d CA Model of Traffic Flow

NASA Astrophysics Data System (ADS)

Xue, Yu; Chen, Yan-Hong; Kong, Ling-Jiang

Considering the effects of different factors on the stochastic delay probability, the delay probability has been classified into three cases. The first case corresponding to the brake state has a large delay probability if the anticipant velocity is larger than the gap between the successive cars. The second one corresponding to the following-the-leader rule has intermediate delay probability if the anticipant velocity is equal to the gap. Finally, the third case is the acceleration, which has minimum delay probability. The fundamental diagram obtained by numerical simulation shows the different properties compared to that by the NaSch model, in which there exist two different regions, corresponding to the coexistence state, and jamming state respectively.

Granger-causality maps of diffusion processes.

PubMed

Wahl, Benjamin; Feudel, Ulrike; Hlinka, Jaroslav; Wächter, Matthias; Peinke, Joachim; Freund, Jan A

2016-02-01

Granger causality is a statistical concept devised to reconstruct and quantify predictive information flow between stochastic processes. Although the general concept can be formulated model-free it is often considered in the framework of linear stochastic processes. Here we show how local linear model descriptions can be employed to extend Granger causality into the realm of nonlinear systems. This novel treatment results in maps that resolve Granger causality in regions of state space. Through examples we provide a proof of concept and illustrate the utility of these maps. Moreover, by integration we convert the local Granger causality into a global measure that yields a consistent picture for a global Ornstein-Uhlenbeck process. Finally, we recover invariance transformations known from the theory of autoregressive processes.

Nonlinear dynamics; Proceedings of the International Conference, New York, NY, December 17-21, 1979

NASA Technical Reports Server (NTRS)

Helleman, R. H. G.

1980-01-01

Papers were presented on turbulence, ergodic and integrable behavior, chaotic maps and flows, chemical and fully developed turbulence, and strange attractors. Specific attention was given to measures describing a turbulent flow, stochastization and collapse of vortex systems, a subharmonic route to turbulent convection, and weakly nonlinear turbulence in a rotating convection layer. The Korteweg-de Vries and Hill equations, plasma transport in three dimensions, a horseshoe in the dynamics of a forced beam, and the explosion of strange attractors exhibited by Duffing's equation were also considered.

Effect of thermal noise on vesicles and capsules in shear flow.

PubMed

Abreu, David; Seifert, Udo

2012-07-01

We add thermal noise consistently to reduced models of undeformable vesicles and capsules in shear flow and derive analytically the corresponding stochastic equations of motion. We calculate the steady-state probability distribution function and construct the corresponding phase diagrams for the different dynamical regimes. For fluid vesicles, we predict that at small shear rates thermal fluctuations induce a tumbling motion for any viscosity contrast. For elastic capsules, due to thermal mixing, an intermittent regime appears in regions where deterministic models predict only pure tank treading or tumbling.

Optimizing Use of Water Management Systems during Changes of Hydrological Conditions

NASA Astrophysics Data System (ADS)

Výleta, Roman; Škrinár, Andrej; Danáčová, Michaela; Valent, Peter

2017-10-01

When designing the water management systems and their components, there is a need of more detail research on hydrological conditions of the river basin, runoff of which creates the main source of water in the reservoir. Over the lifetime of the water management systems the hydrological time series are never repeated in the same form which served as the input for the design of the system components. The design assumes the observed time series to be representative at the time of the system use. However, it is rather unrealistic assumption, because the hydrological past will not be exactly repeated over the design lifetime. When designing the water management systems, the specialists may occasionally face the insufficient or oversized capacity design, possibly wrong specification of the management rules which may lead to their non-optimal use. It is therefore necessary to establish a comprehensive approach to simulate the fluctuations in the interannual runoff (taking into account the current dry and wet periods) in the form of stochastic modelling techniques in water management practice. The paper deals with the methodological procedure of modelling the mean monthly flows using the stochastic Thomas-Fiering model, while modification of this model by Wilson-Hilferty transformation of independent random number has been applied. This transformation usually applies in the event of significant asymmetry in the observed time series. The methodological procedure was applied on the data acquired at the gauging station of Horné Orešany in the Parná Stream. Observed mean monthly flows for the period of 1.11.1980 - 31.10.2012 served as the model input information. After extrapolation the model parameters and Wilson-Hilferty transformation parameters the synthetic time series of mean monthly flows were simulated. Those have been compared with the observed hydrological time series using basic statistical characteristics (e. g. mean, standard deviation and skewness) for testing the quality of the model simulation. The synthetic hydrological series of monthly flows were created having the same statistical properties as the time series observed in the past. The compiled model was able to take into account the diversity of extreme hydrological situations in a form of synthetic series of mean monthly flows, while the occurrence of a set of flows was confirmed, which could and may occur in the future. The results of stochastic modelling in the form of synthetic time series of mean monthly flows, which takes into account the seasonal fluctuations of runoff within the year, could be applicable in engineering hydrology (e. g. for optimum use of the existing water management system that is related to reassessment of economic risks of the system).

Generation of Complex Karstic Conduit Networks with a Hydro-chemical Model

NASA Astrophysics Data System (ADS)

De Rooij, R.; Graham, W. D.

2016-12-01

The discrete-continuum approach is very well suited to simulate flow and solute transport within karst aquifers. Using this approach, discrete one-dimensional conduits are embedded within a three-dimensional continuum representative of the porous limestone matrix. Typically, however, little is known about the geometry of the karstic conduit network. As such the discrete-continuum approach is rarely used for practical applications. It may be argued, however, that the uncertainty associated with the geometry of the network could be handled by modeling an ensemble of possible karst conduit networks within a stochastic framework. We propose to generate stochastically realistic karst conduit networks by simulating the widening of conduits as caused by the dissolution of limestone over geological relevant timescales. We illustrate that advanced numerical techniques permit to solve the non-linear and coupled hydro-chemical processes efficiently, such that relatively large and complex networks can be generated in acceptable time frames. Instead of specifying flow boundary conditions on conduit cells to recharge the network as is typically done in classical speleogenesis models, we specify an effective rainfall rate over the land surface and let model physics determine the amount of water entering the network. This is advantageous since the amount of water entering the network is extremely difficult to reconstruct, whereas the effective rainfall rate may be quantified using paleoclimatic data. Furthermore, we show that poorly known flow conditions may be constrained by requiring a realistic flow field. Using our speleogenesis model we have investigated factors that influence the geometry of simulated conduit networks. We illustrate that our model generates typical branchwork, network and anastomotic conduit systems. Flow, solute transport and water ages in karst aquifers are simulated using a few illustrative networks.

Energy dissipation of Alfven wave packets deformed by irregular magnetic fields in solar-coronal arches

NASA Technical Reports Server (NTRS)

Similon, Philippe L.; Sudan, R. N.

1989-01-01

The importance of field line geometry for shear Alfven wave dissipation in coronal arches is demonstrated. An eikonal formulation makes it possible to account for the complicated magnetic geometry typical in coronal loops. An interpretation of Alfven wave resonance is given in terms of gradient steepening, and dissipation efficiencies are studied for two configurations: the well-known slab model with a straight magnetic field, and a new model with stochastic field lines. It is shown that a large fraction of the Alfven wave energy flux can be effectively dissipated in the corona.

Adaptive piezoelectric sensoriactuator

NASA Technical Reports Server (NTRS)

Clark, Jr., Robert L. (Inventor); Vipperman, Jeffrey S. (Inventor); Cole, Daniel G. (Inventor)

1996-01-01

An adaptive algorithm implemented in digital or analog form is used in conjunction with a voltage controlled amplifier to compensate for the feedthrough capacitance of piezoelectric sensoriactuator. The mechanical response of the piezoelectric sensoriactuator is resolved from the electrical response by adaptively altering the gain imposed on the electrical circuit used for compensation. For wideband, stochastic input disturbances, the feedthrough capacitance of the sensoriactuator can be identified on-line, providing a means of implementing direct-rate-feedback control in analog hardware. The device is capable of on-line system health monitoring since a quasi-stable dynamic capacitance is indicative of sustained health of the piezoelectric element.

The Flow Dimension and Aquifer Heterogeneity: Field evidence and Numerical Analyses

NASA Astrophysics Data System (ADS)

Walker, D. D.; Cello, P. A.; Valocchi, A. J.; Roberts, R. M.; Loftis, B.

2008-12-01

The Generalized Radial Flow approach to hydraulic test interpretation infers the flow dimension to describe the geometry of the flow field during a hydraulic test. Noninteger values of the flow dimension often are inferred for tests in highly heterogeneous aquifers, yet subsequent modeling studies typically ignore the flow dimension. Monte Carlo analyses of detailed numerical models of aquifer tests examine the flow dimension for several stochastic models of heterogeneous transmissivity, T(x). These include multivariate lognormal, fractional Brownian motion, a site percolation network, and discrete linear features with lengths distributed as power-law. The behavior of the simulated flow dimensions are compared to the flow dimensions observed for multiple aquifer tests in a fractured dolomite aquifer in the Great Lakes region of North America. The combination of multiple hydraulic tests, observed fracture patterns, and the Monte Carlo results are used to screen models of heterogeneity and their parameters for subsequent groundwater flow modeling. The comparison shows that discrete linear features with lengths distributed as a power-law appear to be the most consistent with observations of the flow dimension in fractured dolomite aquifers.

On Markov modelling of near-wall turbulent shear flow

NASA Astrophysics Data System (ADS)

Reynolds, A. M.

1999-11-01

The role of Reynolds number in determining particle trajectories in near-wall turbulent shear flow is investigated in numerical simulations using a second-order Lagrangian stochastic (LS) model (Reynolds, A.M. 1999: A second-order Lagrangian stochastic model for particle trajectories in inhomogeneous turbulence. Quart. J. Roy. Meteorol. Soc. (In Press)). In such models, it is the acceleration, velocity and position of a particle rather than just its velocity and position which are assumed to evolve jointly as a continuous Markov process. It is found that Reynolds number effects are significant in determining simulated particle trajectories in the viscous sub-layer and the buffer zone. These effects are due almost entirely to the change in the Lagrangian integral timescale and are shown to be well represented in a first-order LS model by Sawford's correction footnote Sawford, B.L. 1991: Reynolds number effects in Lagrangian stochastic models of turbulent dispersion. Phys Fluids, 3, 1577-1586). This is found to remain true even when the Taylor-Reynolds number R_λ ~ O(0.1). This is somewhat surprising because the assumption of a Markovian evolution for velocity and position is strictly applicable only in the large Reynolds number limit because then the Lagrangian acceleration autocorrelation function approaches a delta function at the origin, corresponding to an uncorrelated component in the acceleration, and hence a Markov process footnote Borgas, M.S. and Sawford, B.L. 1991: The small-scale structure of acceleration correlations and its role in the statistical theory of turbulent dispersion. J. Fluid Mech. 288, 295-320.

A Stochastic Multi-Media Model of Microbial Transport in Watersheds

NASA Astrophysics Data System (ADS)

Yeghiazarian, L.; Safwat, A.; Whiteaker, T.; Teklitz, A.; Nietch, C.; Maidment, D. R.; Best, E. P.

2012-12-01

Fecal contamination is the leading cause of surface-water impairment in the US, and fecal pathogens are capable of triggering massive outbreaks of gastrointestinal disease. The difficulty in prediction of water contamination has its roots in the stochastic variability of fecal pathogens in the environment, and in the complexity of microbial dynamics and interactions on the soil surface and in water. To address these challenges, we have developed a stochastic model whereby the transport of microorganisms in watersheds is considered in two broad categories: microorganisms that are attached to mineral or organic substrates in suspended sediment; and unattached microorganisms suspended in overland flow. The interactions of microorganisms with soil particles on the soil surface and in the overland flow lead to transitions of microorganisms between solid and aqueous media. The strength of attachment of microorganisms to soil particles is determined by the chemical characteristics of soils which are highly correlated with the particle size. The particle size class distribution in the suspended sediment is predicted by the Water Erosion Prediction Project (WEPP). The model is integrated with ArcGIS, resulting in a general transport-modeling framework applicable to a variety of biological and chemical surface water contaminants. Simulations are carried out for a case study of contaminant transport in the East Fork Little Miami River Watershed in Ohio. Model results include the spatial probability distribution of microbes in the watershed and can be used for assessment of (1) mechanisms dominating microbial transport, and (2) time and location of highest likelihood of microbial occurrence, thus yielding information on best water sampling strategies.

Comparison of stochastic lung deposition fractions with experimental data.

PubMed

Majid, Hussain; Hofmann, Werner; Winkler-Heil, Renate

2012-04-01

Deposition fractions of inhaled particles predicted by different computational models vary with respect to physical and biological factors and mathematical modeling techniques. These models must be validated by comparison with available experimental data. Experimental data supplied by different deposition studies with surrogate airway models or lung casts were used in this study to evaluate the stochastic deposition model Inhalation, Deposition and Exhalation of Aerosols in the Lung at the airway generation level. Furthermore, different analytical equations derived for the three major deposition mechanisms, diffusion, impaction, and sedimentation, were applied to different cast or airway models to quantify their effect on calculated particle deposition fractions. The experimental results for ultrafine particles (0.00175 and 0.01) were found to be in close agreement with the stochastic model predictions; however, for coarse particles (3 and 8 μm), experimental deposition fractions became higher with increasing flow rate. An overall fair agreement among the calculated deposition fractions for the different cast geometries was found. However, alternative deposition equations resulted in up to 300% variation in predicted deposition fractions, although all equations predicted the same trends as functions of particle diameter and breathing conditions. From this comparative study, it can be concluded that structural differences in lung morphologies among different individuals are responsible for the apparent variability in particle deposition in each generation. The use of different deposition equations yields varying deposition results caused primarily by (i) different lung morphometries employed in their derivation and the choice of the central bifurcation zone geometry, (ii) the assumption of specific flow profiles, and (iii) different methods used in the derivation of these equations.

Super-stable Poissonian structures

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

In this paper we characterize classes of Poisson processes whose statistical structures are super-stable. We consider a flow generated by a one-dimensional ordinary differential equation, and an ensemble of particles ‘surfing’ the flow. The particles start from random initial positions, and are propagated along the flow by stochastic ‘wave processes’ with general statistics and general cross correlations. Setting the initial positions to be Poisson processes, we characterize the classes of Poisson processes that render the particles’ positions—at all times, and invariantly with respect to the wave processes—statistically identical to their initial positions. These Poisson processes are termed ‘super-stable’ and facilitate the generalization of the notion of stationary distributions far beyond the realm of Markov dynamics.

A theoretical and experimental study of turbulent particle-laden jets

NASA Technical Reports Server (NTRS)

Shuen, J. S.; Solomon, A. S. P.; Zhang, Q. F.; Faeth, G. M.

1983-01-01

Mean and fluctuating velocities of both phases, particle mass fluxes, particle size distributions in turbulent particle-laden jets were measured. The following models are considered: (1) a locally homogeneous flow (LHF) model, where slip between the phases was neglected; (2) a deterministic separated flow (DSF) model, where slip was considered but effects of particle dispersion by turbulence were ignored; and (3) a stochastic separated flow (SSF) model. The SSF model performed reasonably well with no modifications in the prescriptions for eddy properties from its original calibration. A modified k- model, incorporating direct contributions of interphase transport on turbulence properties (turbulence modulation), was developed within the framework of the SSF model.

Some comments on particle image displacement velocimetry

NASA Technical Reports Server (NTRS)

Lourenco, L. M.

1988-01-01

Laser speckle velocimetry (LSV) or particle image displacement velocimetry, is introduced. This technique provides the simultaneous visualization of the two-dimensional streamline pattern in unsteady flows as well as the quantification of the velocity field over an entire plane. The advantage of this technique is that the velocity field can be measured over an entire plane of the flow field simultaneously, with accuracy and spatial resolution. From this the instantaneous vorticity field can be easily obtained. This constitutes a great asset for the study of a variety of flows that evolve stochastically in both space and time. The basic concept of LSV; methods of data acquisition and reduction, examples of its use, and parameters that affect its utilization are described.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

Sequential state estimation of nonlinear/non-Gaussian systems with stochastic input for turbine degradation estimation

NASA Astrophysics Data System (ADS)

Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

2016-05-01

Health state estimation of inaccessible components in complex systems necessitates effective state estimation techniques using the observable variables of the system. The task becomes much complicated when the system is nonlinear/non-Gaussian and it receives stochastic input. In this work, a novel sequential state estimation framework is developed based on particle filtering (PF) scheme for state estimation of general class of nonlinear dynamical systems with stochastic input. Performance of the developed framework is then validated with simulation on a Bivariate Non-stationary Growth Model (BNGM) as a benchmark. In the next step, three-year operating data of an industrial gas turbine engine (GTE) are utilized to verify the effectiveness of the developed framework. A comprehensive thermodynamic model for the GTE is therefore developed to formulate the relation of the observable parameters and the dominant degradation symptoms of the turbine, namely, loss of isentropic efficiency and increase of the mass flow. The results confirm the effectiveness of the developed framework for simultaneous estimation of multiple degradation symptoms in complex systems with noisy measured inputs.

The Stochastic X-Ray Variability of the Accreting Millisecond Pulsar MAXI J0911-655

NASA Technical Reports Server (NTRS)

Bult, Peter

2017-01-01

In this work, I report on the stochastic X-ray variability of the 340 hertz accreting millisecond pulsar MAXI J0911-655. Analyzing pointed observations of the XMM-Newton and NuSTAR observatories, I find that the source shows broad band-limited stochastic variability in the 0.01-10 hertz range with a total fractional variability of approximately 24 percent root mean square timing residuals in the 0.4 to 3 kiloelectronvolt energy band that increases to approximately 40 percent root mean square timing residuals in the 3 to 10 kiloelectronvolt band. Additionally, a pair of harmonically related quasi-periodic oscillations (QPOs) are discovered. The fundamental frequency of this harmonic pair is observed between frequencies of 62 and 146 megahertz. Like the band-limited noise, the amplitudes of the QPOs show a steep increase as a function of energy; this suggests that they share a similar origin, likely the inner accretion flow. Based on their energy dependence and frequency relation with respect to the noise terms, the QPOs are identified as low-frequency oscillations and discussed in terms of the Lense-Thirring precession model.

Brownian motion from Boltzmann's equation.

NASA Technical Reports Server (NTRS)

Montgomery, D.

1971-01-01

Two apparently disparate lines of inquiry in kinetic theory are shown to be equivalent: (1) Brownian motion as treated by the (stochastic) Langevin equation and Fokker-Planck equation; and (2) Boltzmann's equation. The method is to derive the kinetic equation for Brownian motion from the Boltzmann equation for a two-component neutral gas by a simultaneous expansion in the density and mass ratios.

Dissecting and Targeting Latent Metastasis

DTIC Science & Technology

2013-09-01

particular. Developing and using experimental models of LMBC to elucidate these survival mechanisms will provide a basis for therapeutically targeting...stochastic, low frequency generation of lethal macrometastatic lesion. Progress Item 1.1. Using this approach, we have successfully isolated latent...cells lines are being used to illuminate the molecular basis for the latent metastasis state. Progress Item 1.2. In parallel with the isolation of

A Study of the Effects of High Power Pulsed 2450 MHz Microwaves, ELF modulated Microwaves, and ELF Fields on Human Lymphocytes and Selected Cell Lines

DTIC Science & Technology

1993-01-27

Considerable effect was expended in investigating shifts in intercellular calcium of one particular cell line, Jurket, using flow cytometry methods. No...culture. The following analysis were used to characterize the immortalized cell lines: flow cytometry , electron microscopy, two-dimensional protein gel...further characterized by flow cytometry , electron microscopy, two dimensional protein electrophoresis and nuclear run-off assay. Flow cytometric analysis of

Immunoglobulin λ Gene Rearrangement Can Precede κ Gene Rearrangement

DOE PAGES

Berg, Jörg; Mcdowell, Mindy; Jäck, Hans-Martin; ...

1990-01-01

Imore » mmunoglobulin genes are generated during differentiation of B lymphocytes by joining gene segments. A mouse pre-B cell contains a functional immunoglobulin heavy-chain gene, but no light-chain gene. Although there is only one heavy-chain locus, there are two lightchain loci: κ and λ .t has been reported that κ loci in the germ-line configuration are never (in man) or very rarely (in the mouse) present in cells with functionally rearranged λ -chain genes. Two explanations have been proposed to explain this: (a) the ordered rearrangement theory, which postulates that light-chain gene rearrangement in the pre-B cell is first attempted at the κ locus, and that only upon failure to produce a functional κ chain is there an attempt to rearrange the λ locus; and (b) the stochastic theory, which postulates that rearrangement at the λ locus proceeds at a rate that is intrinsically much slower than that at the κ locus. We show here that λ -chain genes are generated whether or not the κ locus has lost its germ-line arrangement, a result that is compatible only with the stochastic theory.« less

Stochastic mass-reconstruction: a new technique to reconstruct resonance masses of heavy particles decaying into tau lepton pairs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maruyama, Sho

2015-12-15

The invariant mass of tau lepton pairs turns out to be smaller than the resonant mass of their mother particle and the invariant mass distribution is stretched wider than the width of the resonant mass as significant fraction of tau lepton momenta are carried away by neutrinos escaping undetected at collider experiments. This paper describes a new approach to reconstruct resonant masses of heavy particles decaying to tau leptons at such experiments. A typical example is a Z or Higgs boson decaying to a tau pair. Although the new technique can be used for each tau lepton separately, I combinemore » two tau leptons to improve mass resolution by requiring the two tau leptons are lined up in a transverse plane. The method is simple to implement and complementary to the collinear approximation technique that works well when tau leptons are not lined up in a transverse plane. The reconstructed mass can be used as another variable in analyses that already use a visible tau pair mass and missing transverse momentum as these variables are not explicitly used in the stochastic mass-reconstruction to select signal-like events.« less

Preliminary Results on the Heat Deposition on Divertor Plate using Low MN Map

NASA Astrophysics Data System (ADS)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2003-10-01

The study of magnetic field line behavior and the closely related plasma behavior are important not only for their tokamak application but also for their application to other Hamiltonian, or near-Hamiltonian, systems. The behavior of field lines near a tokamak separatrix has been studied extensively using various approaches. Our approach is called method of maps. In this paper, we introduce an area-preserving map called Low MN map. We first derive the map from the general theory of maps /1/, and then use it to calculate the effects of m = 1, n = 1 perturbations on the stochastic layer and magnetic footprint in single-null divertor tokamaks. We show that there are self-similarities, singularities, and topological equivalences in the pattern of physical parameters that characterize the stochastic layer and the magnetic footprint. Preliminary results in the investigation on the heat distribution on the divertor plate indicate multiple peaked in heat flux profile distributed radially across the divertor target when the amplitude is 10-3. This, and other features, are in good agreement with experimental observations. This work is done under the DOE grant number DE-FG02-01ER54624. 1. A. Punjabi et al, J. Plasma Phys. 52, 91 (1994).

Stochastic mechanics of loose boundary particle transport in turbulent flow

NASA Astrophysics Data System (ADS)

Dey, Subhasish; Ali, Sk Zeeshan

2017-05-01

In a turbulent wall shear flow, we explore, for the first time, the stochastic mechanics of loose boundary particle transport, having variable particle protrusions due to various cohesionless particle packing densities. The mean transport probabilities in contact and detachment modes are obtained. The mean transport probabilities in these modes as a function of Shields number (nondimensional fluid induced shear stress at the boundary) for different relative particle sizes (ratio of boundary roughness height to target particle diameter) and shear Reynolds numbers (ratio of fluid inertia to viscous damping) are presented. The transport probability in contact mode increases with an increase in Shields number attaining a peak and then decreases, while that in detachment mode increases monotonically. For the hydraulically transitional and rough flow regimes, the transport probability curves in contact mode for a given relative particle size of greater than or equal to unity attain their peaks corresponding to the averaged critical Shields numbers, from where the transport probability curves in detachment mode initiate. At an inception of particle transport, the mean probabilities in both the modes increase feebly with an increase in shear Reynolds number. Further, for a given particle size, the mean probability in contact mode increases with a decrease in critical Shields number attaining a critical value and then increases. However, the mean probability in detachment mode increases with a decrease in critical Shields number.

Stochastic modeling of macrodispersion in unsaturated heterogeneous porous media. Final report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yeh, T.C.J.

1995-02-01

Spatial heterogeneity of geologic media leads to uncertainty in predicting both flow and transport in the vadose zone. In this work an efficient and flexible, combined analytical-numerical Monte Carlo approach is developed for the analysis of steady-state flow and transient transport processes in highly heterogeneous, variably saturated porous media. The approach is also used for the investigation of the validity of linear, first order analytical stochastic models. With the Monte Carlo analysis accurate estimates of the ensemble conductivity, head, velocity, and concentration mean and covariance are obtained; the statistical moments describing displacement of solute plumes, solute breakthrough at a compliancemore » surface, and time of first exceedance of a given solute flux level are analyzed; and the cumulative probability density functions for solute flux across a compliance surface are investigated. The results of the Monte Carlo analysis show that for very heterogeneous flow fields, and particularly in anisotropic soils, the linearized, analytical predictions of soil water tension and soil moisture flux become erroneous. Analytical, linearized Lagrangian transport models also overestimate both the longitudinal and the transverse spreading of the mean solute plume in very heterogeneous soils and in dry soils. A combined analytical-numerical conditional simulation algorithm is also developed to estimate the impact of in-situ soil hydraulic measurements on reducing the uncertainty of concentration and solute flux predictions.« less

Emergent scar lines in chaotic advection of passive directors

NASA Astrophysics Data System (ADS)

Hejazi, Bardia; Mehlig, Bernhard; Voth, Greg A.

2017-12-01

We examine the spatial field of orientations of slender fibers that are advected by a two-dimensional fluid flow. The orientation field of these passive directors are important in a wide range of industrial and geophysical flows. We introduce emergent scar lines as the dominant coherent structures in the orientation field of passive directors in chaotic flows. Previous work has identified the existence of scar lines where the orientation rotates by π over short distances, but the lines that were identified disappeared as time progressed. As a result, earlier work focused on topological singularities in the orientation field, which we find to play a negligible role at long times. We use the standard map as a simple time-periodic two-dimensional flow that produces Lagrangian chaos. This class of flows produces persistent patterns in passive scalar advection and we find that a different kind of persistent pattern develops in the passive director orientation field. We identify the mechanism by which emergent scar lines grow to dominate these patterns at long times in complex flows. Emergent scar lines form where the recent stretching of the fluid element is perpendicular to earlier stretching. Thus these scar lines can be labeled by their age, defined as the time since their stretching reached a maximum.

Measuring flow velocity and flow direction by spatial and temporal analysis of flow fluctuations.

PubMed

Chagnaud, Boris P; Brücker, Christoph; Hofmann, Michael H; Bleckmann, Horst

2008-04-23

If exposed to bulk water flow, fish lateral line afferents respond only to flow fluctuations (AC) and not to the steady (DC) component of the flow. Consequently, a single lateral line afferent can encode neither bulk flow direction nor velocity. It is possible, however, for a fish to obtain bulk flow information using multiple afferents that respond only to flow fluctuations. We show by means of particle image velocimetry that, if a flow contains fluctuations, these fluctuations propagate with the flow. A cross-correlation of water motion measured at an upstream point with that at a downstream point can then provide information about flow velocity and flow direction. In this study, we recorded from pairs of primary lateral line afferents while a fish was exposed to either bulk water flow, or to the water motion caused by a moving object. We confirm that lateral line afferents responded to the flow fluctuations and not to the DC component of the flow, and that responses of many fiber pairs were highly correlated, if they were time-shifted to correct for gross flow velocity and gross flow direction. To prove that a cross-correlation mechanism can be used to retrieve the information about gross flow velocity and direction, we measured the flow-induced bending motions of two flexible micropillars separated in a downstream direction. A cross-correlation of the bending motions of these micropillars did indeed produce an accurate estimate of the velocity vector along the direction of the micropillars.

A stochastic flow-capturing model to optimize the location of fast-charging stations with uncertain electric vehicle flows

DOE PAGES

Wu, Fei; Sioshansi, Ramteen

2017-05-04

Here, we develop a model to optimize the location of public fast charging stations for electric vehicles (EVs). A difficulty in planning the placement of charging stations is uncertainty in where EV charging demands appear. For this reason, we use a stochastic flow-capturing location model (SFCLM). A sample-average approximation method and an averaged two-replication procedure are used to solve the problem and estimate the solution quality. We demonstrate the use of the SFCLM using a Central-Ohio based case study. We find that most of the stations built are concentrated around the urban core of the region. As the number ofmore » stations built increases, some appear on the outskirts of the region to provide an extended charging network. We find that the sets of optimal charging station locations as a function of the number of stations built are approximately nested. We demonstrate the benefits of the charging-station network in terms of how many EVs are able to complete their daily trips by charging midday—six public charging stations allow at least 60% of EVs that would otherwise not be able to complete their daily tours without the stations to do so. We finally compare the SFCLM to a deterministic model, in which EV flows are set equal to their expected values. We show that if a limited number of charging stations are to be built, the SFCLM outperforms the deterministic model. As the number of stations to be built increases, the SFCLM and deterministic model select very similar station locations.« less

Internal cycle modeling and environmental assessment of multiple cycle consumer products.

PubMed

Tsiliyannis, C A

2012-01-01

Dynamic annual flow models incorporating consumer discard and usage loss and featuring deterministic and stochastic end-of-cycle (EOC) return by the consumer are developed for reused or remanufactured products (multiple cycle products, MCPs), including fast and slow cycling, short and long-lived products. It is shown that internal flows (reuse and overall consumption) increase proportionally to the dimensionless internal cycle factor (ICF) which is related to environmental impact reduction factors. The combined reuse/recycle (or cycle) rate is shown capable for shortcut, albeit effective, monitoring of environmental performance in terms of waste production, virgin material extraction and manufacturing impacts of all MCPs, a task, which physical variables (lifetime, cycling frequency, mean or total number of return trips) and conventional rates, via which environmental policy has been officially implemented (e.g. recycling rate) cannot accomplish. The cycle rate is shown to be an increasing (hyperbolic) function of ICF. The impact of the stochastic EOC return characteristics on total reuse and consumption flows, as well as on eco-performance, is assessed: symmetric EOC return has a small, positive effect on performance compared to deterministic, while early shifted EOC return is more beneficial. In order to be efficient, environmental policy should set higher minimum reuse targets for higher trippage MCPs. The results may serve for monitoring, flow accounting and comparative eco-assessment of MCPs. They may be useful in identifying reachable and efficient reuse/recycle targets for consumer products and in planning return via appropriate labelling and digital coding for enhancing environmental performance, while satisfying consumer demand. Copyright © 2011 Elsevier Ltd. All rights reserved.

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Edirisinghe, C.

1994-12-31

Models for portfolio selection in the presence of an outstanding liability have received significant attention, for example, models for pricing options. The problem may be described briefly as follows: given a set of risky securities (and a riskless security such as a bond), and given a set of cash flows, i.e., outstanding liability, to be met at some future date, determine an initial portfolio and a dynamic trading strategy for the underlying securities such that the initial cost of the portfolio is within a prescribed wealth level and the expected cash surpluses arising from trading is maximized. While the tradingmore » strategy should be self-financing, there may also be other restrictions such as leverage and short-sale constraints. Usually the treatment is limited to binomial evolution of uncertainty (of stock price), with possible extensions for developing computational bounds for multinomial generalizations. Posing as stochastic programming models of decision making, we investigate alternative efficient solution procedures under continuous evolution of uncertainty, for discrete time economies. We point out an important moment problem arising in the portfolio selection problem, the solution (or bounds) on which provides the basis for developing efficient computational algorithms. While the underlying stochastic program may be computationally tedious even for a modest number of trading opportunities (i.e., time periods), the derived algorithms may used to solve problems whose sizes are beyond those considered within stochastic optimization.« less

Screening Models of Aquifer Heterogeneity Using the Flow Dimension

NASA Astrophysics Data System (ADS)

Walker, D. D.; Cello, P. A.; Roberts, R. M.; Valocchi, A. J.

2007-12-01

Despite advances in test interpretation and modeling, typical groundwater modeling studies only indirectly use the parameters and information inferred from hydraulic tests. In particular, the Generalized Radial Flow approach to test interpretation infers the flow dimension, a parameter describing the geometry of the flow field during a hydraulic test. Noninteger values of the flow dimension often are inferred for tests in highly heterogeneous aquifers, yet subsequent modeling studies typically ignore the flow dimension. Monte Carlo analyses of detailed numerical models of aquifer tests examine the flow dimension for several stochastic models of heterogeneous transmissivity, T(x). These include multivariate lognormal, fractional Brownian motion, a site percolation network, and discrete linear features with lengths distributed as power-law. The behavior of the simulated flow dimensions are compared to the flow dimensions observed for multiple aquifer tests in a fractured dolomite aquifer in the Great Lakes region of North America. The combination of multiple hydraulic tests, observed fracture patterns, and the Monte Carlo results are used to screen models of heterogeneity and their parameters for subsequent groundwater flow modeling.

Using Nonlinearity and Contact Lines to Control Fluid Flow in Microgravity

NASA Technical Reports Server (NTRS)

Perlin, M.; Schultz, W. W.; Bian, X.; Agarwal, M.

2002-01-01

Slug flows in a tube are affected by surface tension and contact lines, especially under microgravity. Numerical analyses and experiments are conducted of slug flows in small-diameter tubes with horizontal, inclined and vertical orientations. A PID-controlled, meter-long platform capable of following specified motions is used. An improved understanding of the contact line boundary condition for steady and unsteady contact-line motion is expected. Lastly, a direct fluid-handling method using nonlinear oscillatory motion of a tube is presented.

A VLSI recurrent network of integrate-and-fire neurons connected by plastic synapses with long-term memory.

PubMed

Chicca, E; Badoni, D; Dante, V; D'Andreagiovanni, M; Salina, G; Carota, L; Fusi, S; Del Giudice, P

2003-01-01

Electronic neuromorphic devices with on-chip, on-line learning should be able to modify quickly the synaptic couplings to acquire information about new patterns to be stored (synaptic plasticity) and, at the same time, preserve this information on very long time scales (synaptic stability). Here, we illustrate the electronic implementation of a simple solution to this stability-plasticity problem, recently proposed and studied in various contexts. It is based on the observation that reducing the analog depth of the synapses to the extreme (bistable synapses) does not necessarily disrupt the performance of the device as an associative memory, provided that 1) the number of neurons is large enough; 2) the transitions between stable synaptic states are stochastic; and 3) learning is slow. The drastic reduction of the analog depth of the synaptic variable also makes this solution appealing from the point of view of electronic implementation and offers a simple methodological alternative to the technological solution based on floating gates. We describe the full custom analog very large-scale integration (VLSI) realization of a small network of integrate-and-fire neurons connected by bistable deterministic plastic synapses which can implement the idea of stochastic learning. In the absence of stimuli, the memory is preserved indefinitely. During the stimulation the synapse undergoes quick temporary changes through the activities of the pre- and postsynaptic neurons; those changes stochastically result in a long-term modification of the synaptic efficacy. The intentionally disordered pattern of connectivity allows the system to generate a randomness suited to drive the stochastic selection mechanism. We check by a suitable stimulation protocol that the stochastic synaptic plasticity produces the expected pattern of potentiation and depression in the electronic network.

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

BRITE-Constellation high-precision time-dependent photometry of the early O-type supergiant ζ Puppis unveils the photospheric drivers of its small- and large-scale wind structures

NASA Astrophysics Data System (ADS)

Ramiaramanantsoa, Tahina; Moffat, Anthony F. J.; Harmon, Robert; Ignace, Richard; St-Louis, Nicole; Vanbeveren, Dany; Shenar, Tomer; Pablo, Herbert; Richardson, Noel D.; Howarth, Ian D.; Stevens, Ian R.; Piaulet, Caroline; St-Jean, Lucas; Eversberg, Thomas; Pigulski, Andrzej; Popowicz, Adam; Kuschnig, Rainer; Zocłońska, Elżbieta; Buysschaert, Bram; Handler, Gerald; Weiss, Werner W.; Wade, Gregg A.; Rucinski, Slavek M.; Zwintz, Konstanze; Luckas, Paul; Heathcote, Bernard; Cacella, Paulo; Powles, Jonathan; Locke, Malcolm; Bohlsen, Terry; Chené, André-Nicolas; Miszalski, Brent; Waldron, Wayne L.; Kotze, Marissa M.; Kotze, Enrico J.; Böhm, Torsten

2018-02-01

From 5.5 months of dual-band optical photometric monitoring at the 1 mmag level, BRITE-Constellation has revealed two simultaneous types of variability in the O4I(n)fp star ζ Puppis: one single periodic non-sinusoidal component superimposed on a stochastic component. The monoperiodic component is the 1.78-d signal previously detected by Coriolis/Solar Mass Ejection Imager, but this time along with a prominent first harmonic. The shape of this signal changes over time, a behaviour that is incompatible with stellar oscillations but consistent with rotational modulation arising from evolving bright surface inhomogeneities. By means of a constrained non-linear light-curve inversion algorithm, we mapped the locations of the bright surface spots and traced their evolution. Our simultaneous ground-based multisite spectroscopic monitoring of the star unveiled cyclical modulation of its He II λ4686 wind emission line with the 1.78-d rotation period, showing signatures of corotating interaction regions that turn out to be driven by the bright photospheric spots observed by BRITE. Traces of wind clumps are also observed in the He II λ4686 line and are correlated with the amplitudes of the stochastic component of the light variations probed by BRITE at the photosphere, suggesting that the BRITE observations additionally unveiled the photospheric drivers of wind clumps in ζ Pup and that the clumping phenomenon starts at the very base of the wind. The origins of both the bright surface inhomogeneities and the stochastic light variations remain unknown, but a subsurface convective zone might play an important role in the generation of these two types of photospheric variability.

Development of spiral wave in a regular network of excitatory neurons due to stochastic poisoning of ion channels

NASA Astrophysics Data System (ADS)

Wu, Xinyi; Ma, Jun; Li, Fan; Jia, Ya

2013-12-01

Some experimental evidences show that spiral wave could be observed in the cortex of brain, and the propagation of this spiral wave plays an important role in signal communication as a pacemaker. The profile of spiral wave generated in a numerical way is often perfect while the observed profile in experiments is not perfect and smooth. In this paper, formation and development of spiral wave in a regular network of Morris-Lecar neurons, which neurons are placed on nodes uniformly in a two-dimensional array and each node is coupled with nearest-neighbor type, are investigated by considering the effect of stochastic ion channels poisoning and channel noise. The formation and selection of spiral wave could be detected as follows. (1) External forcing currents with diversity are imposed on neurons in the network of excitatory neurons with nearest-neighbor connection, a target-like wave emerges and its potential mechanism is discussed; (2) artificial defects and local poisoned area are selected in the network to induce new wave to interact with the target wave; (3) spiral wave can be induced to occupy the network when the target wave is blocked by the artificial defects or poisoned area with regular border lines; (4) the stochastic poisoning effect is introduced by randomly modifying the border lines (areas) of specific regions in the network. It is found that spiral wave can be also developed to occupy the network under appropriate poisoning ratio. The process of growth for the poisoned area of ion channels poisoning is measured, the effect of channels noise is also investigated. It is confirmed that perfect spiral wave emerges in the network under gradient poisoning even if the channel noise is considered.

Stochastic Reconnection for Large Magnetic Prandtl Numbers

NASA Astrophysics Data System (ADS)

Jafari, Amir; Vishniac, Ethan T.; Kowal, Grzegorz; Lazarian, Alex

2018-06-01

We consider stochastic magnetic reconnection in high-β plasmas with large magnetic Prandtl numbers, Pr m > 1. For large Pr m , field line stochasticity is suppressed at very small scales, impeding diffusion. In addition, viscosity suppresses very small-scale differential motions and therefore also the local reconnection. Here we consider the effect of high magnetic Prandtl numbers on the global reconnection rate in a turbulent medium and provide a diffusion equation for the magnetic field lines considering both resistive and viscous dissipation. We find that the width of the outflow region is unaffected unless Pr m is exponentially larger than the Reynolds number Re. The ejection velocity of matter from the reconnection region is also unaffected by viscosity unless Re ∼ 1. By these criteria the reconnection rate in typical astrophysical systems is almost independent of viscosity. This remains true for reconnection in quiet environments where current sheet instabilities drive reconnection. However, if Pr m > 1, viscosity can suppress small-scale reconnection events near and below the Kolmogorov or viscous damping scale. This will produce a threshold for the suppression of large-scale reconnection by viscosity when {\\Pr }m> \\sqrt{Re}}. In any case, for Pr m > 1 this leads to a flattening of the magnetic fluctuation power spectrum, so that its spectral index is ∼‑4/3 for length scales between the viscous dissipation scale and eddies larger by roughly {{\\Pr }}m3/2. Current numerical simulations are insensitive to this effect. We suggest that the dependence of reconnection on viscosity in these simulations may be due to insufficient resolution for the turbulent inertial range rather than a guide to the large Re limit.

Stochastic response of human blood platelets to stimulation of shape changes and secretion.

PubMed Central

Deranleau, D A; Lüthy, R; Lüscher, E F

1986-01-01

Stopped-flow turbidimetric data indicate that platelets stimulated with low levels of thrombin undergo a shape transformation from disc to "sphere" to smaller spiny sphere that is indistinguishable from the shape change induced by ADP through different membrane receptor sites and a dissimilar receptor trigger mechanism. Under conditions where neither secretion nor aggregation occur, the extinction coefficients for total scattering by each of the three platelet forms are independent of the stimulus applied, and both reaction mechanisms can be described as stochastic (Poisson) processes in which the rate constant for the formation of the transient species is equal to the rate constant for its disappearance. This observation is independent of the shape assignment, and as the concentration of thrombin is increased and various storage organelles secrete increasing amounts of their contents into the external medium, the stochastic pattern persists. Progressively larger decreases in the extinction coefficients of the intermediate and final platelet forms, over and above those that reflect shape alterations alone, accompany or parallel the reaction induced by the higher thrombin concentrations. The excess turbidity decrease observed when full secretion occurs can be wholly accounted for by a decrease in platelet volume equal in magnitude to the fraction of the total platelet volume occupied by alpha granules. Platelet activation, as reported by the whole body light scattering of either shape changes alone or shape changes plus parallel (but not necessarily also stochastic) alpha granule secretion, thus manifests itself as a random series of transient events conceivably with its origins in the superposition of a set of more elementary stochastic processes that could include microtubule depolymerization, actin polymerization, and possibly diffusion. Although the real nature of the control mechanism remains obscure, certain properties of pooled stochastic processes suggest that a reciprocal connection between microtubule fragmentation and the assembly of actin-containing pseudopodal structures and contractile elements--processes that may exhibit reciprocal requirements for calcium--might provide a hypothetical basis for a rate-limiting step. PMID:3457375

Simulation of water-energy fluxes through small-scale reservoir systems under limited data availability

NASA Astrophysics Data System (ADS)

Papoulakos, Konstantinos; Pollakis, Giorgos; Moustakis, Yiannis; Markopoulos, Apostolis; Iliopoulou, Theano; Dimitriadis, Panayiotis; Koutsoyiannis, Demetris; Efstratiadis, Andreas

2017-04-01

Small islands are regarded as promising areas for developing hybrid water-energy systems that combine multiple sources of renewable energy with pumped-storage facilities. Essential element of such systems is the water storage component (reservoir), which implements both flow and energy regulations. Apparently, the representation of the overall water-energy management problem requires the simulation of the operation of the reservoir system, which in turn requires a faithful estimation of water inflows and demands of water and energy. Yet, in small-scale reservoir systems, this task in far from straightforward, since both the availability and accuracy of associated information is generally very poor. For, in contrast to large-scale reservoir systems, for which it is quite easy to find systematic and reliable hydrological data, in the case of small systems such data may be minor or even totally missing. The stochastic approach is the unique means to account for input data uncertainties within the combined water-energy management problem. Using as example the Livadi reservoir, which is the pumped storage component of the small Aegean island of Astypalaia, Greece, we provide a simulation framework, comprising: (a) a stochastic model for generating synthetic rainfall and temperature time series; (b) a stochastic rainfall-runoff model, whose parameters cannot be inferred through calibration and, thus, they are represented as correlated random variables; (c) a stochastic model for estimating water supply and irrigation demands, based on simulated temperature and soil moisture, and (d) a daily operation model of the reservoir system, providing stochastic forecasts of water and energy outflows. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Flow chemistry: A light touch to a deadly problem

NASA Astrophysics Data System (ADS)

Booker-Milburn, Kevin

2012-06-01

Flow chemistry has grown in stature as a technique with the potential to deliver synthetic complexity with assembly-line-like efficiency. Application of flow technology to the front-line antimalarial drug artemisinin promises to revolutionalize treatment.

Intershot Analysis of Flows in DIII-D

NASA Astrophysics Data System (ADS)

Meyer, W. H.; Allen, S. L.; Samuell, C. M.; Howard, J.

2016-10-01

Analysis of the DIII-D flow diagnostic data require demodulation of interference images, and inversion of the resultant line integrated emissivity and flow (phase) images. Four response matrices are pre-calculated: the emissivity line integral and the line integral of the scalar product of the lines-of-site with the orthogonal unit vectors of parallel flow. Equilibrium data determines the relative weight of the component matrices used in the final flow inversion matrix. Serial processing has been used for the lower divertor viewing flow camera 800x600 pixel image. The full cross section viewing camera will require parallel processing of the 2160x2560 pixel image. We will discuss using a Posix thread pool and a Tesla K40c GPU in the processing of this data. Prepared by LLNL under Contract DE-AC52-07NA27344. This material is based upon work supported by the U.S. DOE, Office of Science, Fusion Energy Sciences.

Minimalist model of ice microphysics in mixed-phase stratiform clouds

NASA Astrophysics Data System (ADS)

Yang, F.; Ovchinnikov, M.; Shaw, R. A.

2013-12-01

The question of whether persistent ice crystal precipitation from supercooled layer clouds can be explained by time-dependent, stochastic ice nucleation is explored using an approximate, analytical model and a large-eddy simulation (LES) cloud model. The updraft velocity in the cloud defines an accumulation zone, where small ice particles cannot fall out until they are large enough, which will increase the residence time of ice particles in the cloud. Ice particles reach a quasi-steady state between growth by vapor deposition and fall speed at cloud base. The analytical model predicts that ice water content (wi) has a 2.5 power-law relationship with ice number concentration (ni). wi and ni from a LES cloud model with stochastic ice nucleation confirm the 2.5 power-law relationship, and initial indications of the scaling law are observed in data from the Indirect and Semi-Direct Aerosol Campaign. The prefactor of the power law is proportional to the ice nucleation rate and therefore provides a quantitative link to observations of ice microphysical properties. Ice water content (wi) and ice number concentration (ni) relationship from LES. a and c: Accumulation zone region; b and d: Selective accumulation zone region. Black lines in c and d are best fitted 2.5 slope lines. Colors in Figures a and b represent updraft velocity, while colors in c and d represent altitude. The cloud base and top are at about 600 m and 800 m, respectively. Ice water content (wi) and ice number concentration (ni) relationship for two ice nucleation rates. Blue points are from LES with low ice nucleation rate and red points with high ice nucleation rate. Solid and dashed lines are best fitted 2.5 slope lines.

Predicting the enhancement of mixing-driven reactions in nonuniform flows using measures of flow topology.

PubMed

Engdahl, Nicholas B; Benson, David A; Bolster, Diogo

2014-11-01

The ability for reactive constituents to mix is often the key limiting factor for the completion of reactions across a huge range of scales in a variety of media. In flowing systems, deformation and shear enhance mixing by bringing constituents into closer proximity, thus increasing reaction potential. Accurately quantifying this enhanced mixing is key to predicting reactions and typically is done by observing or simulating scalar transport. To eliminate this computationally expensive step, we use a Lagrangian stochastic framework to derive the enhancement to reaction potential by calculating the collocation probability of particle pairs in a heterogeneous flow field accounting for deformations. We relate the enhanced reaction potential to three well known flow topology metrics and demonstrate that it is best correlated to (and asymptotically linear with) one: the largest eigenvalue of the (right) Cauchy-Green tensor.

Further Development and Application of GEOFRAC-FLOW to a Geothermal Reservoir

DOE Office of Scientific and Technical Information (OSTI.GOV)

Einstein, Herbert; Vecchiarelli, Alessandra

2014-05-01

GEOFRAC is a three-dimensional, geology-based, geometric-mechanical, hierarchical, stochastic model of natural rock fracture systems. The main characteristics of GEOFRAC are its use of statistical input representing fracture patterns in the field in form of the fracture intensity P32 (fracture area per volume) and the best estimate fracture size E(A). This information can be obtained from boreholes or scanlines on the surface, on the one hand, and from window sampling of fracture traces on the other hand. In the context of this project, “Recovery Act - Decision Aids for Geothermal Systems”, GEOFRAC was further developed into GEOFRAC-FLOW as has been reportedmore » in the reports, “Decision Aids for Geothermal Systems - Fracture Pattern Modelling” and “Decision Aids for Geothermal Systems - Fracture Flow Modeling”. GEOFRAC-FLOW allows one to determine preferred, interconnected fracture paths and the flow through them.« less

Capturing spatiotemporal variation in wildfires for improving postwildfire debris-flow hazard assessments: Chapter 20

USGS Publications Warehouse

Haas, Jessica R.; Thompson, Matthew P.; Tillery, Anne C.; Scott, Joe H.

2017-01-01

Wildfires can increase the frequency and magnitude of catastrophic debris flows. Integrated, proactive natural hazard assessment would therefore characterize landscapes based on the potential for the occurrence and interactions of wildfires and postwildfire debris flows. This chapter presents a new modeling effort that can quantify the variability surrounding a key input to postwildfire debris-flow modeling, the amount of watershed burned at moderate to high severity, in a prewildfire context. The use of stochastic wildfire simulation captures variability surrounding the timing and location of ignitions, fire weather patterns, and ultimately the spatial patterns of watershed area burned. Model results provide for enhanced estimates of postwildfire debris-flow hazard in a prewildfire context, and multiple hazard metrics are generated to characterize and contrast hazards across watersheds. Results can guide mitigation efforts by allowing planners to identify which factors may be contributing the most to the hazard rankings of watersheds.

Simulation of dilute polymeric fluids in a three-dimensional contraction using a multiscale FENE model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Griebel, M., E-mail: griebel@ins.uni-bonn.de, E-mail: ruettgers@ins.uni-bonn.de; Rüttgers, A., E-mail: griebel@ins.uni-bonn.de, E-mail: ruettgers@ins.uni-bonn.de

The multiscale FENE model is applied to a 3D square-square contraction flow problem. For this purpose, the stochastic Brownian configuration field method (BCF) has been coupled with our fully parallelized three-dimensional Navier-Stokes solver NaSt3DGPF. The robustness of the BCF method enables the numerical simulation of high Deborah number flows for which most macroscopic methods suffer from stability issues. The results of our simulations are compared with that of experimental measurements from literature and show a very good agreement. In particular, flow phenomena such as a strong vortex enhancement, streamline divergence and a flow inversion for highly elastic flows are reproduced.more » Due to their computational complexity, our simulations require massively parallel computations. Using a domain decomposition approach with MPI, the implementation achieves excellent scale-up results for up to 128 processors.« less

Stochastic empirical loading and dilution model (SELDM) version 1.0.0

USGS Publications Warehouse

Granato, Gregory E.

2013-01-01

The Stochastic Empirical Loading and Dilution Model (SELDM) is designed to transform complex scientific data into meaningful information about the risk of adverse effects of runoff on receiving waters, the potential need for mitigation measures, and the potential effectiveness of such management measures for reducing these risks. The U.S. Geological Survey developed SELDM in cooperation with the Federal Highway Administration to help develop planning-level estimates of event mean concentrations, flows, and loads in stormwater from a site of interest and from an upstream basin. Planning-level estimates are defined as the results of analyses used to evaluate alternative management measures; planning-level estimates are recognized to include substantial uncertainties (commonly orders of magnitude). SELDM uses information about a highway site, the associated receiving-water basin, precipitation events, stormflow, water quality, and the performance of mitigation measures to produce a stochastic population of runoff-quality variables. SELDM provides input statistics for precipitation, prestorm flow, runoff coefficients, and concentrations of selected water-quality constituents from National datasets. Input statistics may be selected on the basis of the latitude, longitude, and physical characteristics of the site of interest and the upstream basin. The user also may derive and input statistics for each variable that are specific to a given site of interest or a given area. SELDM is a stochastic model because it uses Monte Carlo methods to produce the random combinations of input variable values needed to generate the stochastic population of values for each component variable. SELDM calculates the dilution of runoff in the receiving waters and the resulting downstream event mean concentrations and annual average lake concentrations. Results are ranked, and plotting positions are calculated, to indicate the level of risk of adverse effects caused by runoff concentrations, flows, and loads on receiving waters by storm and by year. Unlike deterministic hydrologic models, SELDM is not calibrated by changing values of input variables to match a historical record of values. Instead, input values for SELDM are based on site characteristics and representative statistics for each hydrologic variable. Thus, SELDM is an empirical model based on data and statistics rather than theoretical physiochemical equations. SELDM is a lumped parameter model because the highway site, the upstream basin, and the lake basin each are represented as a single homogeneous unit. Each of these source areas is represented by average basin properties, and results from SELDM are calculated as point estimates for the site of interest. Use of the lumped parameter approach facilitates rapid specification of model parameters to develop planning-level estimates with available data. The approach allows for parsimony in the required inputs to and outputs from the model and flexibility in the use of the model. For example, SELDM can be used to model runoff from various land covers or land uses by using the highway-site definition as long as representative water quality and impervious-fraction data are available.

Evaporation-induced flow in an inviscid liquid line at any contact angle

NASA Astrophysics Data System (ADS)

Petsi, A. J.; Burganos, V. N.

2006-04-01

The problem of potential flow inside an evaporating liquid line, shaped as an infinitely long cylindrical segment lying on a flat surface, is considered and an analytical solution is obtained for any contact angle in (0,π) . In this way, microflow details inside linear liquid bodies evaporating on hydrophilic, hydrophobic, and strongly hydrophobic substrates can now be obtained. The mathematical formulation employs the velocity potential and stream function formulations in bipolar coordinates and the solution is obtained using the technique of Fourier transform. Both pinned and depinned contact lines are considered. The solution is applicable to any evaporation mechanism but for illustration purposes numerical results are presented here for the particular case of kinetically controlled evaporation. For hydrophilic substrates, the flow inside the evaporating liquid line is directed towards the edges for pinned contact lines, thus, promoting a coffee stain effect. The opposite flow direction is observed for depinned contact lines. However, for strongly hydrophobic substrates, flow is directed outwards for both pinned and depinned contact lines, but owing to its low magnitude compared to that on hydrophilic substrates, a craterlike colloidal deposit should be expected rather than a ringlike deposit, in agreement with experimental observations.

A risk-based framework to assess long-term effects of policy and water supply changes on water resources systems

NASA Astrophysics Data System (ADS)

Hassanzadeh, Elmira; Elshorbagy, Amin; Wheater, Howard; Gober, Patricia

2015-04-01

Climate uncertainty can affect water resources availability and management decisions. Sustainable water resources management therefore requires evaluation of policy and management decisions under a wide range of possible future water supply conditions. This study proposes a risk-based framework to integrate water supply uncertainty into a forward-looking decision making context. To apply this framework, a stochastic reconstruction scheme is used to generate a large ensemble of flow series. For the Rocky Mountain basins considered here, two key characteristics of the annual hydrograph are its annual flow volume and the timing of the seasonal flood peak. These are perturbed to represent natural randomness and potential changes due to future climate. 30-year series of perturbed flows are used as input to the SWAMP model - an integrated water resources model that simulates regional water supply-demand system and estimates economic productivity of water and other sustainability indicators, including system vulnerability and resilience. The simulation results are used to construct 2D-maps of net revenue of a particular water sector; e.g., hydropower, or for all sectors combined. Each map cell represents a risk scenario of net revenue based on a particular annual flow volume, timing of the peak flow, and 200 stochastic realizations of flow series. This framework is demonstrated for a water resources system in the Saskatchewan River Basin (SaskRB) in Saskatchewan, Canada. Critical historical drought sequences, derived from tree-ring reconstructions of several hundred years of annual river flows, are used to evaluate the system's performance (net revenue risk) under extremely low flow conditions and also to locate them on the previously produced 2D risk maps. This simulation and analysis framework is repeated under various reservoir operation strategies (e.g., maximizing flood protection or maximizing water supply security); development proposals, such as irrigation expansion; and change in energy prices. Such risk-based analysis demonstrates relative reduction/increase of risk associated with management and policy decisions and allow decision makers to explore the relative importance of policy versus natural water supply change in a water resources system.

Imaging dipole flow sources using an artificial lateral-line system made of biomimetic hair flow sensors

PubMed Central

Dagamseh, Ahmad; Wiegerink, Remco; Lammerink, Theo; Krijnen, Gijs

2013-01-01

In Nature, fish have the ability to localize prey, school, navigate, etc., using the lateral-line organ. Artificial hair flow sensors arranged in a linear array shape (inspired by the lateral-line system (LSS) in fish) have been applied to measure airflow patterns at the sensor positions. Here, we take advantage of both biomimetic artificial hair-based flow sensors arranged as LSS and beamforming techniques to demonstrate dipole-source localization in air. Modelling and measurement results show the artificial lateral-line ability to image the position of dipole sources accurately with estimation error of less than 0.14 times the array length. This opens up possibilities for flow-based, near-field environment mapping that can be beneficial to, for example, biologists and robot guidance applications. PMID:23594816

Fitness decline under osmotic stress in Caenorhabditis elegans populations subjected to spontaneous mutation accumulation at varying population sizes.

PubMed

Katju, Vaishali; Packard, Lucille B; Keightley, Peter D

2018-04-01

The consequences of mutations for population fitness depends on their individual selection coefficients and the effective population size. An earlier study of Caenorhabditis elegans spontaneous mutation accumulation lines evolved for 409 generations at three population sizes found that N e   = 1 populations declined significantly in fitness whereas the fitness of larger populations (N e   = 5, 50) was indistinguishable from the ancestral control under benign conditions. To test if larger MA populations harbor a load of cryptic deleterious mutations that are obscured under benign laboratory conditions, we measured fitness under osmotic stress via exposure to hypersaline conditions. The fitness of N e   = 1 lines exhibited a further decline under osmotic stress compared to benign conditions. However, the fitness of larger populations remained indistinguishable from that of the ancestral control. The average effects of deleterious mutations in N e   = 1 lines were estimated to be 22% for productivity and 14% for survivorship, exceeding values previously detected under benign conditions. Our results suggest that fitness decline is due to large effect mutations that are rapidly removed via selection even in small populations, with implications for conservation practices. Genetic stochasticity may not be as potent and immediate a threat to the persistence of small populations as other demographic and environmental stochastic factors. © 2018 The Author(s). Evolution © 2018 The Society for the Study of Evolution.

The timing and probability of treatment switch under cost uncertainty: an application to patients with gastrointestinal stromal tumor.

PubMed

de Mello-Sampayo, Felipa

2014-03-01

Cost fluctuations render the outcome of any treatment switch uncertain, so that decision makers might have to wait for more information before optimally switching treatments, especially when the incremental cost per quality-adjusted life year (QALY) gained cannot be fully recovered later on. To analyze the timing of treatment switch under cost uncertainty. A dynamic stochastic model for the optimal timing of a treatment switch is developed and applied to a problem in medical decision taking, i.e. to patients with unresectable gastrointestinal stromal tumour (GIST). The theoretical model suggests that cost uncertainty reduces expected net benefit. In addition, cost volatility discourages switching treatments. The stochastic model also illustrates that as technologies become less cost competitive, the cost uncertainty becomes more dominant. With limited substitutability, higher quality of technologies will increase the demand for those technologies disregarding the cost uncertainty. The results of the empirical application suggest that the first-line treatment may be the better choice when considering lifetime welfare. Under uncertainty and irreversibility, low-risk patients must begin the second-line treatment as soon as possible, which is precisely when the second-line treatment is least valuable. As the costs of reversing current treatment impacts fall, it becomes more feasible to provide the option-preserving treatment to these low-risk individuals later on. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Stochastic Stability in Internet Router Congestion Games

NASA Astrophysics Data System (ADS)

Chung, Christine; Pyrga, Evangelia

Congestion control at bottleneck routers on the internet is a long standing problem. Many policies have been proposed for effective ways to drop packets from the queues of these routers so that network endpoints will be inclined to share router capacity fairly and minimize the overflow of packets trying to enter the queues. We study just how effective some of these queuing policies are when each network endpoint is a self-interested player with no information about the other players’ actions or preferences. By employing the adaptive learning model of evolutionary game theory, we study policies such as Droptail, RED, and the greedy-flow-punishing policy proposed by Gao et al. [10] to find the stochastically stable states: the states of the system that will be reached in the long run.

A stochastic electricity market clearing formulation with consistent pricing properties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zavala, Victor M.; Kim, Kibaek; Anitescu, Mihai

We argue that deterministic market clearing formulations introduce arbitrary distortions between day-ahead and expected real-time prices that bias economic incentives. We extend and analyze a previously proposed stochastic clearing formulation in which the social surplus function induces penalties between day-ahead and real-time quantities. We prove that the formulation yields price bounded price distortions, and we show that adding a similar penalty term to transmission flows and phase angles ensures boundedness throughout the network. We prove that when the price distortions are zero, day-ahead quantities equal a quantile of their real-time counterparts. The undesired effects of price distortions suggest that stochasticmore » settings provide significant benefits over deterministic ones that go beyond social surplus improvements. Finally, we propose additional metrics to evaluate these benefits.« less

A stochastic electricity market clearing formulation with consistent pricing properties

DOE PAGES

Zavala, Victor M.; Kim, Kibaek; Anitescu, Mihai; ...

2017-03-16

We argue that deterministic market clearing formulations introduce arbitrary distortions between day-ahead and expected real-time prices that bias economic incentives. We extend and analyze a previously proposed stochastic clearing formulation in which the social surplus function induces penalties between day-ahead and real-time quantities. We prove that the formulation yields price bounded price distortions, and we show that adding a similar penalty term to transmission flows and phase angles ensures boundedness throughout the network. We prove that when the price distortions are zero, day-ahead quantities equal a quantile of their real-time counterparts. The undesired effects of price distortions suggest that stochasticmore » settings provide significant benefits over deterministic ones that go beyond social surplus improvements. Finally, we propose additional metrics to evaluate these benefits.« less

Conservation laws shape dissipation

NASA Astrophysics Data System (ADS)

Rao, Riccardo; Esposito, Massimiliano

2018-02-01

Starting from the most general formulation of stochastic thermodynamics—i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs—we define a procedure to identify the conservative and the minimal set of nonconservative contributions in the entropy production. The former is expressed as the difference between changes caused by time-dependent drivings and a generalized potential difference. The latter is a sum over the minimal set of flux-force contributions controlling the dissipative flows across the system. When the system is initially prepared at equilibrium (e.g. by turning off drivings and forces), a finite-time detailed fluctuation theorem holds for the different contributions. Our approach relies on identifying the complete set of conserved quantities and can be viewed as the extension of the theory of generalized Gibbs ensembles to nonequilibrium situations.

Complete description of all self-similar models driven by Lévy stable noise

NASA Astrophysics Data System (ADS)

Weron, Aleksander; Burnecki, Krzysztof; Mercik, Szymon; Weron, Karina

2005-01-01

A canonical decomposition of H -self-similar Lévy symmetric α -stable processes is presented. The resulting components completely described by both deterministic kernels and the corresponding stochastic integral with respect to the Lévy symmetric α -stable motion are shown to be related to the dissipative and conservative parts of the dynamics. This result provides stochastic analysis tools for study the anomalous diffusion phenomena in the Langevin equation framework. For example, a simple computer test for testing the origins of self-similarity is implemented for four real empirical time series recorded from different physical systems: an ionic current flow through a single channel in a biological membrane, an energy of solar flares, a seismic electric signal recorded during seismic Earth activity, and foreign exchange rate daily returns.

Distributed flow estimation and closed-loop control of an underwater vehicle with a multi-modal artificial lateral line.

PubMed

DeVries, Levi; Lagor, Francis D; Lei, Hong; Tan, Xiaobo; Paley, Derek A

2015-03-25

Bio-inspired sensing modalities enhance the ability of autonomous vehicles to characterize and respond to their environment. This paper concerns the lateral line of cartilaginous and bony fish, which is sensitive to fluid motion and allows fish to sense oncoming flow and the presence of walls or obstacles. The lateral line consists of two types of sensing modalities: canal neuromasts measure approximate pressure gradients, whereas superficial neuromasts measure local flow velocities. By employing an artificial lateral line, the performance of underwater sensing and navigation strategies is improved in dark, cluttered, or murky environments where traditional sensing modalities may be hindered. This paper presents estimation and control strategies enabling an airfoil-shaped unmanned underwater vehicle to assimilate measurements from a bio-inspired, multi-modal artificial lateral line and estimate flow properties for feedback control. We utilize potential flow theory to model the fluid flow past a foil in a uniform flow and in the presence of an upstream obstacle. We derive theoretically justified nonlinear estimation strategies to estimate the free stream flowspeed, angle of attack, and the relative position of an upstream obstacle. The feedback control strategy uses the estimated flow properties to execute bio-inspired behaviors including rheotaxis (the tendency of fish to orient upstream) and station-holding (the tendency of fish to position behind an upstream obstacle). A robotic prototype outfitted with a multi-modal artificial lateral line composed of ionic polymer metal composite and embedded pressure sensors experimentally demonstrates the distributed flow sensing and closed-loop control strategies.

The oceanic boundary layer driven by wave breaking with stochastic variability. Part 1. Direct numerical simulations

NASA Astrophysics Data System (ADS)

Sullivan, Peter P.; McWilliams, James C.; Melville, W. Kendall

2004-05-01

We devise a stochastic model for the effects of breaking waves and fit its distribution functions to laboratory and field data. This is used to represent the space time structure of momentum and energy forcing of the oceanic boundary layer in turbulence-resolving simulations. The aptness of this breaker model is evaluated in a direct numerical simulation (DNS) of an otherwise quiescent fluid driven by an isolated breaking wave, and the results are in good agreement with laboratory measurements. The breaker model faithfully reproduces the bulk features of a breaking event: the mean kinetic energy decays at a rate approaching t(-1) , and a long-lived vortex (eddy) is generated close to the water surface. The long lifetime of this vortex (more than 50 wave periods) makes it effective in energizing the surface region of oceanic boundary layers. Next, a comparison of several different DNS of idealized oceanic boundary layers driven by different surface forcing (i.e. constant current (as in Couette flow), constant stress, or a mixture of constant stress plus stochastic breakers) elucidates the importance of intermittent stress transmission to the underlying currents. A small amount of active breaking, about 1.6% of the total water surface area at any instant in time, significantly alters the instantaneous flow patterns as well as the ensemble statistics. Near the water surface a vigorous downwelling upwelling pattern develops at the head and tail of each three-dimensional breaker. This enhances the vertical velocity variance and generates both negative- and positive-signed vertical momentum flux. Analysis of the mean velocity and scalar profiles shows that breaking effectively increases the surface roughness z_o by more than a factor of 30; for our simulations z_o/lambda {≈} 0.04 to 0.06, where lambda is the wavelength of the breaking wave. Compared to a flow driven by a constant current, the extra mixing from breakers increases the mean eddy viscosity by more than a factor of 10 near the water surface. Breaking waves alter the usual balance of production and dissipation in the turbulent kinetic energy (TKE) budget; turbulent and pressure transports and breaker work are important sources and sinks in the budget. We also show that turbulent boundary layers driven by constant current and constant stress (i.e. with no breaking) differ in fundamental ways. The additional freedom provided by a constant-stress boundary condition permits finite velocity variances at the water surface, so that flows driven by constant stress mimic flows with weakly and statistically homogeneous breaking waves.

Characterizing subsurface water flow to artificial drain lines using fiber-optic distributed temperature sensing

NASA Astrophysics Data System (ADS)

Shults, D.; Brooks, E. S.; Heinse, R.; Keller, C. K.

2017-12-01

Over the last several years growers have experienced increasingly wet spring conditions in the Palouse Region located in North Idaho, Eastern Washington and Eastern Oregon. As a result more artificial drain lines are being installed so growers can access their fields earlier in the growing season. Additionally there has been increasing adoption of no-tillage practices among growers in order minimize erosion and runoff in the region. There is a growing body of evidence that suggests long-term no-tillage may lead to the establishment of large macropore networks through increased earthworm activity and the preservation of root channels. These macropore networks, in conjunctions with the presence of artificial drains lines, may create connected preferential flow paths from agricultural fields to receiving streams. This connectivity of flow paths from agricultural fields to receiving water bodies may increase the loading of nutrients and agricultural chemicals as some flow paths may largely bypass soil matrix interaction where materials can be sequestered. Our primary objective for this study was to characterize subsurface flow to two artificial drain lines, one under conventional tillage and the other under no-tillage, using distributed temperature sensing (DTS) technology. During the study (November 2016-April 2017) the near surface soil-water temperature was consistently colder than that of deeper depths. Temperature was thus used as a tracer as snow melt and soil-water moved from the near surface to the drain lines during snowmelt and precipitation events. The spatial and temporal variability of the temperature along the artificial drain line under no-tillage practices was found to be greater than that of the conventional tilled field. It is hypothesized that preferential flow paths are responsible for the increased variability of temperature seen in the drain line under long term no-till management. The temperature along the conventional till drain line showed a dampened response to snow melt and precipitation events during the winter indicating matrix flow was the predominate flow mechanism. In addition to temperature traces, water chemistry (electrical conductivity, pH and nitrate) and discharge measurements were collected at the outlet of each drain line as well as at access ports along the drain lines.

Probabilistic risk assessment for CO2 storage in geological formations: robust design and support for decision making under uncertainty

NASA Astrophysics Data System (ADS)

Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang

2010-05-01

CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces

BOOK REVIEW: Statistical Mechanics of Turbulent Flows

NASA Astrophysics Data System (ADS)

Cambon, C.

2004-10-01

This is a handbook for a computational approach to reacting flows, including background material on statistical mechanics. In this sense, the title is somewhat misleading with respect to other books dedicated to the statistical theory of turbulence (e.g. Monin and Yaglom). In the present book, emphasis is placed on modelling (engineering closures) for computational fluid dynamics. The probabilistic (pdf) approach is applied to the local scalar field, motivated first by the nonlinearity of chemical source terms which appear in the transport equations of reacting species. The probabilistic and stochastic approaches are also used for the velocity field and particle position; nevertheless they are essentially limited to Lagrangian models for a local vector, with only single-point statistics, as for the scalar. Accordingly, conventional techniques, such as single-point closures for RANS (Reynolds-averaged Navier-Stokes) and subgrid-scale models for LES (large-eddy simulations), are described and in some cases reformulated using underlying Langevin models and filtered pdfs. Even if the theoretical approach to turbulence is not discussed in general, the essentials of probabilistic and stochastic-processes methods are described, with a useful reminder concerning statistics at the molecular level. The book comprises 7 chapters. Chapter 1 briefly states the goals and contents, with a very clear synoptic scheme on page 2. Chapter 2 presents definitions and examples of pdfs and related statistical moments. Chapter 3 deals with stochastic processes, pdf transport equations, from Kramer-Moyal to Fokker-Planck (for Markov processes), and moments equations. Stochastic differential equations are introduced and their relationship to pdfs described. This chapter ends with a discussion of stochastic modelling. The equations of fluid mechanics and thermodynamics are addressed in chapter 4. Classical conservation equations (mass, velocity, internal energy) are derived from their counterparts at the molecular level. In addition, equations are given for multicomponent reacting systems. The chapter ends with miscellaneous topics, including DNS, (idea of) the energy cascade, and RANS. Chapter 5 is devoted to stochastic models for the large scales of turbulence. Langevin-type models for velocity (and particle position) are presented, and their various consequences for second-order single-point corelations (Reynolds stress components, Kolmogorov constant) are discussed. These models are then presented for the scalar. The chapter ends with compressible high-speed flows and various models, ranging from k-epsilon to hybrid RANS-pdf. Stochastic models for small-scale turbulence are addressed in chapter 6. These models are based on the concept of a filter density function (FDF) for the scalar, and a more conventional SGS (sub-grid-scale model) for the velocity in LES. The final chapter, chapter 7, is entitled `The unification of turbulence models' and aims at reconciling large-scale and small-scale modelling. This book offers a timely survey of techniques in modern computational fluid mechanics for turbulent flows with reacting scalars. It should be of interest to engineers, while the discussion of the underlying tools, namely pdfs, stochastic and statistical equations should also be attractive to applied mathematicians and physicists. The book's emphasis on local pdfs and stochastic Langevin models gives a consistent structure to the book and allows the author to cover almost the whole spectrum of practical modelling in turbulent CFD. On the other hand, one might regret that non-local issues are not mentioned explicitly, or even briefly. These problems range from the presence of pressure-strain correlations in the Reynolds stress transport equations to the presence of two-point pdfs in the single-point pdf equation derived from the Navier--Stokes equations. (One may recall that, even without scalar transport, a general closure problem for turbulence statistics results from both non-linearity and non-locality of Navier-Stokes equations, the latter coming from, e.g., the nonlocal relationship of velocity and pressure in the quasi-incompressible case. These two aspects are often intricately linked. It is well known that non-linearity alone is not responsible for the `problem', as evidenced by 1D turbulence without pressure (`Burgulence' from the Burgers equation) and probably 3D (cosmological gas). A local description in terms of pdf for the velocity can resolve the `non-linear' problem, which instead yields an infinite hierarchy of equations in terms of moments. On the other hand, non-locality yields a hierarchy of unclosed equations, with the single-point pdf equation for velocity derived from NS incompressible equations involving a two-point pdf, and so on. The general relationship was given by Lundgren (1967, Phys. Fluids 10 (5), 969-975), with the equation for pdf at n points involving the pdf at n+1 points. The nonlocal problem appears in various statistical models which are not discussed in the book. The simplest example is full RST or ASM models, in which the closure of pressure-strain correlations is pivotal (their counterpart ought to be identified and discussed in equations (5-21) and the following ones). The book does not address more sophisticated non-local approaches, such as two-point (or spectral) non-linear closure theories and models, `rapid distortion theory' for linear regimes, not to mention scaling and intermittency based on two-point structure functions, etc. The book sometimes mixes theoretical modelling and pure empirical relationships, the empirical character coming from the lack of a nonlocal (two-point) approach.) In short, the book is orientated more towards applications than towards turbulence theory; it is written clearly and concisely and should be useful to a large community, interested either in the underlying stochastic formalism or in CFD applications.

Hydrogeologic unit flow characterization using transition probability geostatistics.

PubMed

Jones, Norman L; Walker, Justin R; Carle, Steven F

2005-01-01

This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has some advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upward sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids and/or grids with nonuniform cell thicknesses.

Monte Carlo PDF method for turbulent reacting flow in a jet-stirred reactor

NASA Astrophysics Data System (ADS)

Roekaerts, D.

1992-01-01

A stochastic algorithm for the solution of the modeled scalar probability density function (PDF) transport equation for single-phase turbulent reacting flow is described. Cylindrical symmetry is assumed. The PDF is represented by ensembles of N representative values of the thermochemical variables in each cell of a nonuniform finite-difference grid and operations on these elements representing convection, diffusion, mixing and reaction are derived. A simplified model and solution algorithm which neglects the influence of turbulent fluctuations on mean reaction rates is also described. Both algorithms are applied to a selectivity problem in a real reactor.

Stochastic Modeling of Flow-Structure Interactions using Generalized Polynomial Chaos

DTIC Science & Technology

2001-09-11

Some basic hypergeometric polynomials that generalize Jacobi polynomials . Memoirs Amer. Math. Soc...scheme, which is represented as a tree structure in figure 1 (following [24]), classifies the hypergeometric orthogonal polynomials and indicates the...2F0(1) 2F0(0) Figure 1: The Askey scheme of orthogonal polynomials The orthogonal polynomials associated with the generalized polynomial chaos,

Exact results of 1D traffic cellular automata: The low-density behavior of the Fukui-Ishibashi model

NASA Astrophysics Data System (ADS)

Salcido, Alejandro; Hernández-Zapata, Ernesto; Carreón-Sierra, Susana

2018-03-01

The maximum entropy states of the cellular automata models for traffic flow in a single-lane with no anticipation are presented and discussed. The exact analytical solutions for the low-density behavior of the stochastic Fukui-Ishibashi traffic model were obtained and compared with computer simulations of the model. An excellent agreement was found.

Improving material identification by combining x-ray and neutron tomography

NASA Astrophysics Data System (ADS)

LaManna, Jacob M.; Hussey, Daniel S.; Baltic, Eli; Jacobson, David L.

2017-09-01

X-rays and neutrons provide complementary non-destructive probes for the analysis of structure and chemical composition of materials. Contrast differences between the modes arise due to the differences in interaction with matter. Due to the high sensitivity to hydrogen, neutrons excel at separating liquid water or hydrogenous phases from the underlying structure while X-rays resolve the solid structure. Many samples of interest, such as fluid flow in porous materials or curing concrete, are stochastic or slowly changing with time which makes analysis of sequential imaging with X-rays and neutrons difficult as the sample may change between scans. To alleviate this issue, NIST has developed a system for simultaneous X-ray and neutron tomography by orienting a 90 keVpeak micro-focus X-ray tube orthogonally to a thermal neutron beam. This system allows for non-destructive, multimodal tomography of dynamic or stochastic samples while penetrating through sample environment equipment such as pressure and flow vessels. Current efforts are underway to develop methods for 2D histogram based segmentation of reconstructed volumes. By leveraging the contrast differences between X-rays and neutrons, greater histogram peak separation can occur in 2D vs 1D enabling improved material identification.

Improved Large-Eddy Simulation Using a Stochastic Backscatter Model: Application to the Neutral Atmospheric Boundary Layer and Urban Street Canyon Flow

NASA Astrophysics Data System (ADS)

O'Neill, J. J.; Cai, X.; Kinnersley, R.

2015-12-01

Large-eddy simulation (LES) provides a powerful tool for developing our understanding of atmospheric boundary layer (ABL) dynamics, which in turn can be used to improve the parameterisations of simpler operational models. However, LES modelling is not without its own limitations - most notably, the need to parameterise the effects of all subgrid-scale (SGS) turbulence. Here, we employ a stochastic backscatter SGS model, which explicitly handles the effects of both forward and reverse energy transfer to/from the subgrid scales, to simulate the neutrally stratified ABL as well as flow within an idealised urban street canyon. In both cases, a clear improvement in LES output statistics is observed when compared with the performance of a SGS model that handles forward energy transfer only. In the neutral ABL case, the near-surface velocity profile is brought significantly closer towards its expected logarithmic form. In the street canyon case, the strength of the primary vortex that forms within the canyon is more accurately reproduced when compared to wind tunnel measurements. Our results indicate that grid-scale backscatter plays an important role in both these modelled situations.

Microscopic Statistical Characterisation of the Congested Traffic Flow and Some Salient Empirical Features

NASA Astrophysics Data System (ADS)

Yang, Bo; Yoon, Ji Wei; Monterola, Christopher

We present large scale, detailed analysis of the microscopic empirical data of the congested traffic flow, focusing on the non-linear interactions between the components of the many-body traffic system. By implementing a systematic procedure that averages over relatively unimportant factors, we extract the effective dependence of the acceleration on the gap between the vehicles, velocity and relative velocity. Such relationship is characterised not just by a few vehicles but the traffic system as a whole. Several interesting features of the detailed vehicle-to-vehicle interactions are revealed, including the stochastic distribution of the human responses, relative importance of the non-linear terms in different density regimes, symmetric response to the relative velocity, and the insensitivity of the acceleration to the velocity within a certain gap and velocity range. The latter leads to a multitude of steady-states without a fundamental diagram. The empirically constructed functional dependence of the acceleration on the important dynamical quantities not only gives the detailed collective driving behaviours of the traffic system, it also serves as the fundamental reference for the validations of the deterministic and stochastic microscopic traffic models in the literature.

Lagrangian analysis by clustering. An example in the Nordic Seas.

NASA Astrophysics Data System (ADS)

Koszalka, Inga; Lacasce, Joseph H.

2010-05-01

We propose a new method for obtaining average velocities and eddy diffusivities from Lagrangian data. Rather than grouping the drifter-derived velocities in uniform geographical bins, as is commonly done, we group a specified number of nearest-neighbor velocities. This is done via a clustering algorithm operating on the instantaneous positions of the drifters. Thus it is the data distribution itself which determines the positions of the averages and the areal extent of the clusters. A major advantage is that because the number of members is essentially the same for all clusters, the statistical accuracy is more uniform than with geographical bins. We illustrate the technique using synthetic data from a stochastic model, employing a realistic mean flow. The latter is an accurate representation of the surface currents in the Nordic Seas and is strongly inhomogeneous in space. We use the clustering algorithm to extract the mean velocities and diffusivities (both of which are known from the stochastic model). We also compare the results to those obtained with fixed geographical bins. Clustering is more successful at capturing spatial variability of the mean flow and also improves convergence in the eddy diffusivity estimates. We discuss both the future prospects and shortcomings of the new method.

Line profile studies of hydrodynamical models of cometary compact H II regions

NASA Astrophysics Data System (ADS)

Zhu, Feng-Yao; Zhu, Qing-Feng

2015-06-01

We simulate the evolution of cometary H II regions based on several champagne flow models and bow shock models, and calculate the profiles of the [Ne II] fine-structure line at 12.81 μm, the H30α recombination line and the [Ne III] fine-structure line at 15.55 μm for these models at different inclinations of 0°, 30° and 60°. We find that the profiles in the bow shock models are generally different from those in the champagne flow models, but the profiles in the bow shock models with lower stellar velocity (≤ 5 km s-1) are similar to those in the champagne flow models. In champagne flow models, both the velocity of peak flux and the flux weighted central velocities of all three lines point outward from molecular clouds. In bow shock models, the directions of these velocities depend on the speed of stars. The central velocities of these lines are consistent with the stellar motion in the high stellar speed cases, but they are opposite directions from the stellar motion in the low speed cases. We notice that the line profiles from the slit along the symmetrical axis of the projected 2D image of these models are useful for distinguishing bow shock models from champagne flow models. It is also confirmed by the calculation that the flux weighted central velocity and the line luminosity of the [Ne III] line can be estimated from the [Ne II] line and the H30α line.

Does an Open Recirculation Line Affect the Flow Rate and Pressure in a Neonatal Extracorporeal Life Support Circuit With a Centrifugal or Roller Pump?

PubMed

Wang, Shigang; Spencer, Shannon B; Woitas, Karl; Glass, Kristen; Kunselman, Allen R; Ündar, Akif

2017-01-01

The objective of this study is to evaluate the impact of an open or closed recirculation line on flow rate, circuit pressure, and hemodynamic energy transmission in simulated neonatal extracorporeal life support (ECLS) systems. The two neonatal ECLS circuits consisted of a Maquet HL20 roller pump (RP group) or a RotaFlow centrifugal pump (CP group), Quadrox-iD Pediatric oxygenator, and Biomedicus arterial and venous cannulae (8 Fr and 10 Fr) primed with lactated Ringer's solution and packed red blood cells (hematocrit 35%). Trials were conducted at flow rates ranging from 200 to 600 mL/min (200 mL/min increments) with a closed or open recirculation line at 36°C. Real-time pressure and flow data were recorded using a custom-based data acquisition system. In the RP group, the preoxygenator flow did not change when the recirculation line was open while the prearterial cannula flow decreased by 15.7-20.0% (P < 0.01). Circuit pressure, total circuit pressure drop, and hemodynamic energy delivered to patients also decreased (P < 0.01). In the CP group, the prearterial cannula flow did not change while preoxygenator flow increased by 13.6-18.8% (P < 0.01). Circuit pressure drop and hemodynamic energy transmission remained the same. The results showed that the shunt of an open recirculation line could decrease perfusion flow in patients in the ECLS circuit using a roller pump, but did not change perfusion flow in the circuit using a centrifugal pump. An additional flow sensor is needed to monitor perfusion flow in patients if any shunts exist in the ECLS circuit. © 2016 International Center for Artificial Organs and Transplantation and Wiley Periodicals, Inc.

Control of Vibratory Energy Harvesters in the Presence of Nonlinearities and Power-Flow Constraints

NASA Astrophysics Data System (ADS)

Cassidy, Ian L.

Over the past decade, a significant amount of research activity has been devoted to developing electromechanical systems that can convert ambient mechanical vibrations into usable electric power. Such systems, referred to as vibratory energy harvesters, have a number of useful of applications, ranging in scale from self-powered wireless sensors for structural health monitoring in bridges and buildings to energy harvesting from ocean waves. One of the most challenging aspects of this technology concerns the efficient extraction and transmission of power from transducer to storage. Maximizing the rate of power extraction from vibratory energy harvesters is further complicated by the stochastic nature of the disturbance. The primary purpose of this dissertation is to develop feedback control algorithms which optimize the average power generated from stochastically-excited vibratory energy harvesters. This dissertation will illustrate the performance of various controllers using two vibratory energy harvesting systems: an electromagnetic transducer embedded within a flexible structure, and a piezoelectric bimorph cantilever beam. Compared with piezoelectric systems, large-scale electromagnetic systems have received much less attention in the literature despite their ability to generate power at the watt--kilowatt scale. Motivated by this observation, the first part of this dissertation focuses on developing an experimentally validated predictive model of an actively controlled electromagnetic transducer. Following this experimental analysis, linear-quadratic-Gaussian control theory is used to compute unconstrained state feedback controllers for two ideal vibratory energy harvesting systems. This theory is then augmented to account for competing objectives, nonlinearities in the harvester dynamics, and non-quadratic transmission loss models in the electronics. In many vibratory energy harvesting applications, employing a bi-directional power electronic drive to actively control the harvester is infeasible due to the high levels of parasitic power required to operate the drive. For the case where a single-directional drive is used, a constraint on the directionality of power-flow is imposed on the system, which necessitates the use of nonlinear feedback. As such, a sub-optimal controller for power-flow-constrained vibratory energy harvesters is presented, which is analytically guaranteed to outperform the optimal static admittance controller. Finally, the last section of this dissertation explores a numerical approach to compute optimal discretized control manifolds for systems with power-flow constraints. Unlike the sub-optimal nonlinear controller, the numerical controller satisfies the necessary conditions for optimality by solving the stochastic Hamilton-Jacobi equation.

Using remotely sensed data and stochastic models to simulate realistic flood hazard footprints across the continental US

NASA Astrophysics Data System (ADS)

Bates, P. D.; Quinn, N.; Sampson, C. C.; Smith, A.; Wing, O.; Neal, J. C.

2017-12-01

Remotely sensed data has transformed the field of large scale hydraulic modelling. New digital elevation, hydrography and river width data has allowed such models to be created for the first time, and remotely sensed observations of water height, slope and water extent has allowed them to be calibrated and tested. As a result, we are now able to conduct flood risk analyses at national, continental or even global scales. However, continental scale analyses have significant additional complexity compared to typical flood risk modelling approaches. Traditional flood risk assessment uses frequency curves to define the magnitude of extreme flows at gauging stations. The flow values for given design events, such as the 1 in 100 year return period flow, are then used to drive hydraulic models in order to produce maps of flood hazard. Such an approach works well for single gauge locations and local models because over relatively short river reaches (say 10-60km) one can assume that the return period of an event does not vary. At regional to national scales and across multiple river catchments this assumption breaks down, and for a given flood event the return period will be different at different gauging stations, a pattern known as the event `footprint'. Despite this, many national scale risk analyses still use `constant in space' return period hazard layers (e.g. the FEMA Special Flood Hazard Areas) in their calculations. Such an approach can estimate potential exposure, but will over-estimate risk and cannot determine likely flood losses over a whole region or country. We address this problem by using a stochastic model to simulate many realistic extreme event footprints based on observed gauged flows and the statistics of gauge to gauge correlations. We take the entire USGS gauge data catalogue for sites with > 45 years of record and use a conditional approach for multivariate extreme values to generate sets of flood events with realistic return period variation in space. We undertake a number of quality checks of the stochastic model and compare real and simulated footprints to show that the method is able to re-create realistic patterns even at continental scales where there is large variation in flood generating mechanisms. We then show how these patterns can be used to drive a large scale 2D hydraulic to predict regional scale flooding.

Genetic history of the population of Corsica (western Mediterranean) as inferred from autosomal STR analysis.

PubMed

Tofanelli, Sergio; Taglioli, Luca; Varesi, Laurent; Paoli, Giorgio

2004-04-01

To genetically reconstruct the demographic history of the human population of Corsica (western Mediterranean), we analyzed the variability at eight autosomal STR loci (FES, VWA, CSF1PO, TH01, F13A1, TPOX, CD4, and D3S1358) in a sample of 179 native blood donors from 4 out of the 5 administrative districts. The main line of genetic discontinuity inferred from the spatial distribution of STR variability overlapped the linguistic and geographic boundaries. In the innermost areas (Corte district) several estimators had larger stochastic effects on allele frequencies. Genetic distance measures underlying different evolutionary models all pointed to a higher variability within Corsicans than within the rest of the Mediterranean reference populations. All Corsican subsamples showed the highest distance with a pooled sample from central Sardinia, thus making recent gene flow between the two neighboring islands unlikely. Hierarchical AMOVA and distance-based multivariate genetic spaces stressed the closeness of Tuscan and Corsican frequency distributions, which could reflect peopling events with different time depths. Anyway, estimated separation times well support the linguistic hypothesis that Neolithic/Chalcolithic events have been far more important than Paleolithic or historical processes in the shaping of present Corsican variability.

A differential memristive synapse circuit for on-line learning in neuromorphic computing systems

NASA Astrophysics Data System (ADS)

Nair, Manu V.; Muller, Lorenz K.; Indiveri, Giacomo

2017-12-01

Spike-based learning with memristive devices in neuromorphic computing architectures typically uses learning circuits that require overlapping pulses from pre- and post-synaptic nodes. This imposes severe constraints on the length of the pulses transmitted in the network, and on the network’s throughput. Furthermore, most of these circuits do not decouple the currents flowing through memristive devices from the one stimulating the target neuron. This can be a problem when using devices with high conductance values, because of the resulting large currents. In this paper, we propose a novel circuit that decouples the current produced by the memristive device from the one used to stimulate the post-synaptic neuron, by using a novel differential scheme based on the Gilbert normalizer circuit. We show how this circuit is useful for reducing the effect of variability in the memristive devices, and how it is ideally suited for spike-based learning mechanisms that do not require overlapping pre- and post-synaptic pulses. We demonstrate the features of the proposed synapse circuit with SPICE simulations, and validate its learning properties with high-level behavioral network simulations which use a stochastic gradient descent learning rule in two benchmark classification tasks.

The Importance of Stochastic Effects for Explaining Entrainment in the Zebrafish Circadian Clock.

PubMed

Heussen, Raphaela; Whitmore, David

2015-01-01

The circadian clock plays a pivotal role in modulating physiological processes and has been implicated, either directly or indirectly, in a range of pathological states including cancer. Here we investigate how the circadian clock is entrained by external cues such as light. Working with zebrafish cell lines and combining light pulse experiments with simulation efforts focused on the role of synchronization effects, we find that even very modest doses of light exposure are sufficient to trigger some entrainment, whereby a higher light intensity or duration correlates with strength of the circadian signal. Moreover, we observe in the simulations that stochastic effects may be considered an essential feature of the circadian clock in order to explain the circadian signal decay in prolonged darkness, as well as light initiated resynchronization as a strong component of entrainment.

Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

PubMed

Namikawa, Jun

2005-08-01

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

Study of detecting mechanism of carbon nanotubes gas sensor based on multi-stable stochastic resonance model.

PubMed

Jingyi, Zhu

2015-01-01

The detecting mechanism of carbon nanotubes gas sensor based on multi-stable stochastic resonance (MSR) model was studied in this paper. A numerically stimulating model based on MSR was established. And gas-ionizing experiment by adding electronic white noise to induce 1.65 MHz periodic component in the carbon nanotubes gas sensor was performed. It was found that the signal-to-noise ratio (SNR) spectrum displayed 2 maximal values, which accorded to the change of the broken-line potential function. The experimental results of gas-ionizing experiment demonstrated that periodic component of 1.65 MHz had multiple MSR phenomena, which was in accordance with the numerical stimulation results. In this way, the numerical stimulation method provides an innovative method for the detecting mechanism research of carbon nanotubes gas sensor.

Plasma Equilibrium in a Magnetic Field with Stochastic Regions

DOE Office of Scientific and Technical Information (OSTI.GOV)

J.A. Krommes and Allan H. Reiman

The nature of plasma equilibrium in a magnetic field with stochastic regions is examined. It is shown that the magnetic differential equation that determines the equilibrium Pfirsch-Schluter currents can be cast in a form similar to various nonlinear equations for a turbulent plasma, allowing application of the mathematical methods of statistical turbulence theory. An analytically tractable model, previously studied in the context of resonance-broadening theory, is applied with particular attention paid to the periodicity constraints required in toroidal configurations. It is shown that even a very weak radial diffusion of the magnetic field lines can have a significant effect onmore » the equilibrium in the neighborhood of the rational surfaces, strongly modifying the near-resonant Pfirsch-Schluter currents. Implications for the numerical calculation of 3D equilibria are discussed« less

Measurement of crossflow vortices, attachment-line flow, and transition using microthin hot films

NASA Technical Reports Server (NTRS)

Mangalam, S. M.; Agarwal, N. K.; Maddalon, D. V.; Saric, W. S.

1990-01-01

A flow diagnostic experiment was conducted on a 45-deg swept-wing model using surface-mounted, multielement, microthin, hot-film sensors. The cross-flow vortex spacing, the attachment-line flow characteristics, and the transition region were all determined using an advanced data acquisition and instrumentation system. In addition to the frequencies of traveling waves predicted by linear stability theory, amplified disturbances at much higher frequencies were observed. Simultaneous measurements from sensors located at a number of chord and span locations highlighted the strong three-dimensionality of the boundary-layer flow in the presence of cross-flow vortices. The state of the attachment-line boundary layer was determined using a multielement sensor wrapped around the wing leading edge. The transition region flow characteristics were also identified.

Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics

NASA Astrophysics Data System (ADS)

Zhou, Da; Qian, Hong

2011-09-01

Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical “device” that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.

Optimization of contrast resolution by genetic algorithm in ultrasound tissue harmonic imaging.

PubMed

Ménigot, Sébastien; Girault, Jean-Marc

2016-09-01

The development of ultrasound imaging techniques such as pulse inversion has improved tissue harmonic imaging. Nevertheless, no recommendation has been made to date for the design of the waveform transmitted through the medium being explored. Our aim was therefore to find automatically the optimal "imaging" wave which maximized the contrast resolution without a priori information. To overcome assumption regarding the waveform, a genetic algorithm investigated the medium thanks to the transmission of stochastic "explorer" waves. Moreover, these stochastic signals could be constrained by the type of generator available (bipolar or arbitrary). To implement it, we changed the current pulse inversion imaging system by including feedback. Thus the method optimized the contrast resolution by adaptively selecting the samples of the excitation. In simulation, we benchmarked the contrast effectiveness of the best found transmitted stochastic commands and the usual fixed-frequency command. The optimization method converged quickly after around 300 iterations in the same optimal area. These results were confirmed experimentally. In the experimental case, the contrast resolution measured on a radiofrequency line could be improved by 6% with a bipolar generator and it could still increase by 15% with an arbitrary waveform generator. Copyright © 2016 Elsevier B.V. All rights reserved.

Evidence for siphon flows with shocks in solar magnetic flux tubes

NASA Technical Reports Server (NTRS)

Degenhardt, D.; Solanki, S. K.; Montesinos, B.; Thomas, J. H.

1993-01-01

We synthesize profiles of the infrared line Fe I 15648.5 A (g = 3) for a recently developed theoretical model of siphon flows along photospheric magnetic loops. The synthesized line profiles are compared with the observations from which Rueedi et al. (1992) deduced the presence of such flows across the neutral line of an active region plage. This comparison supports the interpretation of Rueedi et al. (1992). It also suggests that the average footpoint separation of the observed loops carrying the siphon flow is 8-15 sec and that the siphon flow experiences a standing tube shock in the downstream leg near the top of the arch.

The structure of evaporating and combusting sprays: Measurements and predictions

NASA Technical Reports Server (NTRS)

Shuen, J. S.; Solomon, A. S. P.; Faeth, G. M.

1984-01-01

An apparatus developed, to allow observations of monodisperse sprays, consists of a methane-fueled turbulent jet diffusion flame with monodisperse methanol drops injected at the burner exit. Mean and fluctuating-phase velocities, drop sizes, drop-mass fluxes and mean-gas temperatures were measured. Initial drop diameters of 100 and 180 microns are being considered in order to vary drop penetration in the flow and effects of turbulent dispersion. Baseline tests of the burner flame with no drops present were also conducted. Calibration tests, needed to establish methods for predicting drop transport, involve drops supported in the post-flame region of a flat-flame burner operated at various mixture ratios. Spray models which are being evaluated include: (1) locally homogeneous flow (LFH) analysis, (2) deterministic separated flow (DSF) analysis and (3) stochastic separated flow (SSF) analysis.

Efficacy and safety of strategies to preserve stable extracorporeal life support flow during simulated hypovolemia.

PubMed

Simons, A P; Lindelauf, A A M A; Ganushchak, Y M; Maessen, J G; Weerwind, P W

2014-01-01

Without volume-buffering capacity in extracorporeal life support (ELS) systems, hypovolemia can acutely reduce support flow. This study aims at evaluating efficacy and safety of strategies for preserving stable ELS during hypovolemia. Flow and/or pressure-guided servo pump control, a reserve-driven control strategy and a volume buffer capacity (VBC) device were evaluated with respect to pump flow, venous line pressure and arterial gaseous microemboli (GME) during simulated normovolemia and hypovolemia. Normovolemia resulted in a GME-free pump flow of 3.1 ± 0.0 L/min and a venous line pressure of -10 ± 1 mmHg. Hypovolemia without servo pump control resulted in a GME-loaded flow of 2.3 ± 0.4 L/min with a venous line pressure of -114 ± 52 mmHg. Servo control resulted in an unstable and GME-loaded flow of 1.5 ± 1.2 L/min. With and without servo pump control, the VBC device stabilised flow (SD = 0.2 and 0.0 L/min, respectively) and venous line pressure (SD=51 and 4 mmHg, respectively) with near-absent GME activity. Reserve-driven pump control combined with a VBC device restored a near GME-free flow of 2.7 ± 0.0 L/min with a venous line pressure of -9 ± 0 mmHg. In contrast to a reserve-driven pump control strategy combined with a VBC device, flow and pressure servo control for ELS show evident deficits in preserving stable and safe ELS flow during hypovolemia.